+61.7%
PBR vs GEN
+69.2%
-7.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.6% | -2.6% |
| 7D | -9.1% | -0.8% | -8.3% | -9.1% |
| 30D | -29.9% | +31.2% | -61.1% | -30.7% |
| 3M | +2.3% | +6.1% | -3.8% | +1.7% |
| 6M | -10.9% | +38.1% | -49.0% | -12.9% |
| YTD | +56.9% | +14.4% | +42.5% | +58.2% |
| 1Y | +38.0% | +15.1% | +22.9% | +38.9% |
| All | +61.7% | +69.2% | -7.5% | +57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling