+74.7%
PBR vs BR
-31.7%
+106.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.9% |
| 7D | +5.4% | -3.0% | +8.3% | +5.0% |
| 30D | +22.9% | -0.3% | +23.2% | +22.8% |
| 3M | +19.6% | +17.3% | +2.3% | +22.5% |
| 6M | +16.5% | -6.7% | +23.2% | +14.4% |
| YTD | +86.7% | -23.4% | +110.1% | +79.4% |
| 1Y | +74.7% | -32.7% | +107.4% | +54.4% |
| All | +74.7% | -31.7% | +106.4% | +54.4% |
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