+44.1%
PBR vs AS
+134.9%
-90.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.4% |
| 7D | -16.0% | +6.9% | -22.9% | -16.1% |
| 30D | -22.8% | +16.0% | -38.8% | -23.1% |
| 3M | +3.0% | -12.8% | +15.8% | +3.8% |
| 6M | -8.1% | -15.4% | +7.3% | -7.3% |
| YTD | +63.1% | -15.7% | +78.9% | +64.1% |
| 1Y | +59.3% | +6.1% | +53.2% | +56.4% |
| All | +44.1% | +134.9% | -90.8% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling