+102.6%
PBR vs AUR
+84.2%
+18.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -0.9% |
| 7D | +5.4% | +1.4% | +3.9% | +5.3% |
| 30D | +22.9% | -6.4% | +29.3% | +23.1% |
| 3M | +19.6% | +7.7% | +11.9% | +19.0% |
| 6M | +16.5% | +44.5% | -28.0% | +13.4% |
| YTD | +86.7% | +67.4% | +19.2% | +80.0% |
| 1Y | +74.7% | +15.4% | +59.3% | +71.6% |
| 3Y | +102.6% | +94.8% | +7.7% | +81.5% |
| All | +102.6% | +84.2% | +18.3% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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