+72.9%
PBR vs AMC
+38.0%
+34.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +7.3% | -14.3% | -6.5% |
| 7D | -11.0% | +17.7% | -28.7% | -10.0% |
| 30D | -18.8% | +26.2% | -44.9% | -17.5% |
| 3M | +7.8% | +31.3% | -23.5% | +10.0% |
| 6M | -7.6% | +142.8% | -150.3% | +0.7% |
| YTD | +72.7% | +125.6% | -53.0% | +85.0% |
| 1Y | +72.9% | +40.2% | +32.7% | +75.7% |
| All | +72.9% | +38.0% | +34.9% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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