+38.0%
PBR vs AS
+2.8%
+35.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -3.0% |
| 7D | -9.1% | -3.0% | -6.1% | -9.7% |
| 30D | -29.9% | +9.6% | -39.5% | -28.4% |
| 3M | +2.3% | -8.2% | +10.5% | +2.0% |
| 6M | -10.9% | -9.9% | -1.0% | -11.2% |
| YTD | +56.9% | -16.8% | +73.7% | +54.6% |
| 1Y | +38.0% | +3.0% | +35.0% | +36.3% |
| All | +38.0% | +2.8% | +35.2% | +36.3% |
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