+99.9%
PBR vs AR
+44.7%
+55.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.4% | +3.8% |
| 7D | +2.5% | -1.8% | +4.3% | +3.0% |
| 30D | +19.4% | +12.6% | +6.8% | +15.3% |
| 3M | +20.8% | +10.0% | +10.8% | +17.3% |
| 6M | +23.5% | +0.6% | +22.8% | +22.7% |
| YTD | +83.4% | +13.4% | +70.0% | +75.9% |
| 1Y | +77.6% | +21.7% | +55.8% | +66.4% |
| 3Y | +99.9% | +45.8% | +54.0% | +72.3% |
| All | +99.9% | +44.7% | +55.2% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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