+1,573.8%
PBR vs A
+548.8%
+1,025.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.1% |
| 7D | +8.6% | -1.9% | +10.5% | +9.4% |
| 30D | +12.8% | +6.9% | +5.9% | +9.5% |
| 3M | +14.7% | +9.2% | +5.4% | +9.8% |
| 6M | +25.2% | +25.7% | -0.5% | +11.1% |
| YTD | +77.1% | +11.5% | +65.6% | +64.5% |
| 1Y | +69.6% | +18.4% | +51.2% | +52.4% |
| 3Y | +95.6% | +26.6% | +69.0% | +63.8% |
| 5Y | +501.8% | -12.8% | +514.6% | +468.9% |
| 10Y | +640.6% | +247.2% | +393.4% | +279.6% |
| All | +1,573.8% | +548.8% | +1,025.0% | +514.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling