+387.8%
PBR vs AMC
-97.5%
+485.3%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.3% | -9.3% | -1.3% |
| 7D | -13.3% | +6.6% | -19.9% | -13.6% |
| 30D | -27.5% | +14.1% | -41.6% | -27.9% |
| 3M | +5.2% | +31.3% | -26.1% | +3.8% |
| 6M | -6.4% | +126.7% | -133.0% | -10.3% |
| YTD | +61.6% | +117.9% | -56.4% | +54.2% |
| 1Y | +48.9% | +41.1% | +7.8% | +44.6% |
| 3Y | +70.0% | -61.0% | +131.0% | +69.8% |
| 5Y | +469.0% | -99.1% | +568.1% | +531.8% |
| 10Y | +471.6% | -98.7% | +570.3% | +437.6% |
| All | +387.8% | -97.5% | +485.3% | +278.9% |
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