+63.7%
PBR vs AHR
+357.7%
-294.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.6% |
| 7D | +0.3% | -4.3% | +4.7% | +0.8% |
| 30D | +17.5% | -3.1% | +20.6% | +17.9% |
| 3M | +20.9% | +15.7% | +5.2% | +18.5% |
| 6M | +20.2% | +4.1% | +16.2% | +19.4% |
| YTD | +84.3% | +15.4% | +68.9% | +80.3% |
| 1Y | +77.1% | +28.0% | +49.1% | +70.9% |
| All | +63.7% | +357.7% | -294.0% | +50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling