+104.3%
PBR vs GAP
+103.6%
+0.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +2.3% |
| 7D | +4.2% | -6.3% | +10.6% | +4.6% |
| 30D | +22.7% | -0.2% | +23.0% | +22.6% |
| 3M | +21.5% | 0.0% | +21.5% | +21.3% |
| 6M | +24.0% | -8.1% | +32.1% | +24.0% |
| YTD | +88.2% | -16.5% | +104.7% | +88.8% |
| 1Y | +74.8% | -10.5% | +85.3% | +73.7% |
| All | +104.3% | +103.6% | +0.7% | +82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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