+46.9%
PBR vs A
+17.3%
+29.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.4% |
| 7D | -1.0% | -0.5% | -0.6% | -1.1% |
| 30D | -29.3% | 0.0% | -29.3% | -29.2% |
| 3M | +5.5% | +16.7% | -11.2% | +8.4% |
| 6M | -2.9% | +54.8% | -57.7% | +5.0% |
| YTD | +61.5% | +28.8% | +32.7% | +70.3% |
| 1Y | +46.9% | +19.3% | +27.5% | +55.2% |
| All | +46.9% | +17.3% | +29.6% | +55.2% |
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