+72.9%
PBR vs BR
-14.2%
+87.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.0% | -10.0% | -6.6% |
| 7D | -11.0% | +7.0% | -17.9% | -10.3% |
| 30D | -18.8% | +19.0% | -37.8% | -17.2% |
| 3M | +7.8% | +13.1% | -5.3% | +9.2% |
| 6M | -7.6% | +24.6% | -32.2% | -4.9% |
| YTD | +72.7% | -13.6% | +86.3% | +66.2% |
| 1Y | +72.9% | -13.1% | +86.1% | +64.8% |
| All | +72.9% | -14.2% | +87.2% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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