+72.9%
PBR vs AIG
+6.0%
+67.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.5% | -8.4% | -6.9% |
| 7D | -11.0% | +2.3% | -13.3% | -10.9% |
| 30D | -18.8% | +8.8% | -27.5% | -18.4% |
| 3M | +7.8% | +3.7% | +4.1% | +8.2% |
| 6M | -7.6% | +6.8% | -14.3% | -7.4% |
| YTD | +72.7% | -2.6% | +75.3% | +72.3% |
| 1Y | +72.9% | +3.7% | +69.2% | +74.7% |
| All | +72.9% | +6.0% | +67.0% | +74.7% |
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