+558.1%
PBR vs A
-15.6%
+573.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.6% |
| 7D | +0.3% | -4.4% | +4.7% | +0.7% |
| 30D | +17.5% | -2.7% | +20.2% | +17.8% |
| 3M | +20.9% | +7.0% | +13.8% | +20.0% |
| 6M | +20.2% | +24.6% | -4.4% | +17.1% |
| YTD | +84.3% | +7.0% | +77.3% | +82.9% |
| 1Y | +77.1% | +15.6% | +61.5% | +73.4% |
| 3Y | +100.8% | +29.9% | +70.9% | +89.8% |
| All | +558.1% | -15.6% | +573.7% | +495.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling