+24.0%
PBR vs AHR
+5.0%
+19.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.6% | +2.1% |
| 7D | +4.2% | -3.0% | +7.3% | +4.2% |
| 30D | +22.7% | +2.6% | +20.1% | +22.8% |
| 3M | +21.5% | +16.0% | +5.5% | +20.5% |
| 6M | +24.0% | +3.1% | +20.9% | +26.9% |
| All | +24.0% | +5.0% | +19.0% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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