+69.6%
PBR vs AME
+29.8%
+39.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -1.6% |
| 7D | +8.6% | +0.6% | +8.0% | +8.7% |
| 30D | +12.8% | -6.7% | +19.5% | +11.7% |
| 3M | +14.7% | +4.1% | +10.6% | +15.2% |
| 6M | +25.2% | +1.6% | +23.6% | +26.7% |
| YTD | +77.1% | +16.1% | +61.0% | +80.4% |
| 1Y | +69.6% | +27.3% | +42.2% | +71.9% |
| All | +69.6% | +29.8% | +39.8% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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