+72.9%
PBR vs BUD
+38.4%
+34.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.1% | -10.1% | -7.1% |
| 7D | -11.0% | +3.3% | -14.3% | -11.1% |
| 30D | -18.8% | +11.8% | -30.6% | -18.9% |
| 3M | +7.8% | -1.1% | +8.9% | +7.7% |
| 6M | -7.6% | +14.9% | -22.5% | -7.0% |
| YTD | +72.7% | +32.6% | +40.1% | +62.4% |
| 1Y | +72.9% | +37.2% | +35.8% | +62.4% |
| All | +72.9% | +38.4% | +34.6% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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