+1,641.2%
PBR vs AIG
-92.7%
+1,733.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | +0.3% | -1.4% | +1.8% | +0.7% |
| 30D | +17.5% | -3.3% | +20.9% | +18.5% |
| 3M | +20.9% | +2.2% | +18.7% | +20.0% |
| 6M | +20.2% | -2.1% | +22.4% | +20.4% |
| YTD | +84.3% | -11.2% | +95.5% | +88.9% |
| 1Y | +77.1% | -2.1% | +79.2% | +76.3% |
| 3Y | +100.8% | +34.4% | +66.4% | +82.4% |
| 5Y | +556.1% | +53.7% | +502.4% | +468.7% |
| 10Y | +676.1% | +64.4% | +611.7% | +554.1% |
| All | +1,641.2% | -92.7% | +1,733.8% | +1,649.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling