+75.5%
PBR vs AMRZ
-19.2%
+94.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.2% |
| 7D | +0.3% | -4.7% | +5.0% | -0.2% |
| 30D | +17.5% | -11.3% | +28.8% | +16.0% |
| 3M | +20.9% | -22.1% | +43.0% | +18.1% |
| 6M | +20.2% | -29.6% | +49.8% | +16.9% |
| YTD | +84.3% | -23.3% | +107.6% | +79.3% |
| 1Y | +77.1% | -23.7% | +100.8% | +72.1% |
| All | +75.5% | -19.2% | +94.7% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 3y: compounded portfolio wealth divided by compounded AMRZ 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…
3y analysis · Full analysis span regression · 6 months rolling