+42.6%
PBR vs AS
+123.4%
-80.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.2% | +1.3% |
| 7D | -1.0% | -4.9% | +3.8% | -0.9% |
| 30D | -29.3% | +3.9% | -33.2% | -29.4% |
| 3M | +5.5% | -9.6% | +15.1% | +6.0% |
| 6M | -2.9% | -8.7% | +5.8% | -2.7% |
| YTD | +61.5% | -19.8% | +81.3% | +62.6% |
| 1Y | +46.9% | -1.5% | +48.4% | +44.8% |
| All | +42.6% | +123.4% | -80.8% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling