+72.9%
PBR vs AU
+42.5%
+30.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +8.0% | -15.0% | -6.7% |
| 7D | -11.0% | +0.8% | -11.7% | -10.8% |
| 30D | -18.8% | -7.0% | -11.8% | -18.6% |
| 3M | +7.8% | +8.5% | -0.7% | +7.9% |
| 6M | -7.6% | -1.3% | -6.3% | -7.4% |
| YTD | +72.7% | +6.8% | +65.9% | +72.1% |
| 1Y | +72.9% | +44.6% | +28.3% | +66.8% |
| All | +72.9% | +42.5% | +30.4% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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