+326.5%
PBR vs AR
-30.5%
+357.0%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.3% | -5.6% | -2.6% |
| 7D | -13.3% | -5.8% | -7.5% | -11.8% |
| 30D | -27.7% | +4.8% | -32.6% | -28.9% |
| 3M | +2.7% | +1.5% | +1.1% | +1.9% |
| 6M | -6.7% | +4.7% | -11.4% | -8.5% |
| YTD | +60.9% | +9.2% | +51.7% | +55.3% |
| 1Y | +46.6% | +11.2% | +35.4% | +40.5% |
| 3Y | +69.1% | +46.2% | +22.8% | +44.4% |
| 5Y | +469.6% | +98.1% | +371.6% | +312.6% |
| 10Y | +523.4% | +54.5% | +468.8% | +366.3% |
| All | +326.5% | -30.5% | +357.0% | +300.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling