+72.9%
PBR vs GEN
+20.2%
+52.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +4.0% | -10.9% | -6.6% |
| 7D | -11.0% | +26.9% | -37.8% | -9.3% |
| 30D | -18.8% | +38.6% | -57.4% | -16.6% |
| 3M | +7.8% | +9.7% | -1.9% | +8.0% |
| 6M | -7.6% | +58.9% | -66.5% | -2.6% |
| YTD | +72.7% | +15.3% | +57.3% | +84.2% |
| 1Y | +72.9% | +21.8% | +51.2% | +79.2% |
| All | +72.9% | +20.2% | +52.8% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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