+69.6%
PBR vs AIG
-4.5%
+74.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.9% |
| 7D | +8.6% | -0.9% | +9.5% | +8.6% |
| 30D | +12.8% | -4.9% | +17.7% | +12.9% |
| 3M | +14.7% | +4.5% | +10.2% | +14.5% |
| 6M | +25.2% | -1.4% | +26.6% | +25.2% |
| YTD | +77.1% | -9.8% | +86.9% | +77.5% |
| 1Y | +69.6% | -4.5% | +74.1% | +72.0% |
| All | +69.6% | -4.5% | +74.0% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 1y: compounded portfolio wealth divided by compounded AIG 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…
1y analysis · Full analysis span regression · 6 months rolling