+45.5%
PBR vs AS
-3.0%
+48.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.4% | +1.0% |
| 7D | -3.7% | -3.6% | -0.1% | -4.4% |
| 30D | -29.0% | +3.4% | -32.4% | -28.3% |
| 3M | +4.9% | -8.6% | +13.5% | +4.4% |
| 6M | -8.4% | -10.0% | +1.6% | -8.8% |
| YTD | +59.4% | -19.2% | +78.5% | +56.5% |
| 1Y | +45.5% | -3.8% | +49.3% | +41.5% |
| All | +45.5% | -3.0% | +48.4% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling