+434.8%
PBR vs AMC
-98.1%
+532.9%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.3% | -6.2% | -2.1% |
| 7D | +8.6% | +2.3% | +6.3% | +8.5% |
| 30D | +12.8% | -0.7% | +13.5% | +12.8% |
| 3M | +14.7% | +35.2% | -20.5% | +12.6% |
| 6M | +25.2% | +124.6% | -99.4% | +19.7% |
| YTD | +77.1% | +69.9% | +7.3% | +71.1% |
| 1Y | +69.6% | -2.6% | +72.1% | +67.3% |
| 3Y | +95.6% | -79.8% | +175.3% | +99.6% |
| 5Y | +501.8% | -99.4% | +601.2% | +578.4% |
| 10Y | +640.6% | -98.9% | +739.4% | +578.5% |
| All | +434.8% | -98.1% | +532.9% | +320.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling