+69.6%
PBR vs A
+21.7%
+47.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -1.8% |
| 7D | +8.6% | -1.9% | +10.5% | +8.3% |
| 30D | +12.8% | +6.9% | +5.9% | +14.1% |
| 3M | +14.7% | +9.2% | +5.4% | +16.6% |
| 6M | +25.2% | +25.7% | -0.5% | +30.4% |
| YTD | +77.1% | +11.5% | +65.6% | +82.4% |
| 1Y | +69.6% | +18.4% | +51.2% | +76.2% |
| All | +69.6% | +21.7% | +47.9% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded A wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling