-8.4%
PBR vs A
+55.1%
-63.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +1.4% |
| 7D | -3.7% | +0.7% | -4.4% | -3.6% |
| 30D | -29.0% | +0.8% | -29.8% | -28.9% |
| 3M | +4.9% | +16.9% | -12.0% | +7.1% |
| 6M | -8.4% | +53.8% | -62.2% | -4.6% |
| All | -8.4% | +55.1% | -63.5% | -4.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling