+369.4%
PBR vs AR
-27.2%
+396.6%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | +8.6% | +2.5% | +6.1% | +7.8% |
| 30D | +12.8% | +14.8% | -2.0% | +8.4% |
| 3M | +14.7% | +6.2% | +8.4% | +12.5% |
| 6M | +25.2% | +4.3% | +20.9% | +23.2% |
| YTD | +77.1% | +14.4% | +62.8% | +69.2% |
| 1Y | +69.6% | +21.3% | +48.2% | +58.5% |
| 3Y | +95.6% | +39.8% | +55.8% | +69.1% |
| 5Y | +501.8% | +142.1% | +359.7% | +310.3% |
| 10Y | +640.6% | +52.0% | +588.5% | +468.9% |
| All | +369.4% | -27.2% | +396.6% | +335.8% |
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