+1,425.7%
PBR vs AME
+9,179.3%
-7,753.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.0% |
| 7D | -1.0% | +5.9% | -6.9% | -5.2% |
| 30D | -29.3% | -1.9% | -27.4% | -28.8% |
| 3M | +5.5% | -5.4% | +10.9% | +8.3% |
| 6M | -2.9% | +4.9% | -7.8% | -8.8% |
| YTD | +61.5% | +18.5% | +43.0% | +36.4% |
| 1Y | +46.9% | +25.5% | +21.4% | +18.5% |
| 3Y | +66.4% | +63.0% | +3.4% | +4.5% |
| 5Y | +460.3% | +78.3% | +382.0% | +213.9% |
| 10Y | +564.6% | +447.1% | +117.5% | +62.3% |
| All | +1,425.7% | +9,179.3% | -7,753.6% | +29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling