-2.9%
PBR vs GEN
+38.7%
-41.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +1.4% |
| 7D | -1.0% | +2.0% | -3.1% | -0.9% |
| 30D | -29.3% | +27.7% | -57.0% | -28.8% |
| 3M | +5.5% | +3.3% | +2.3% | +3.6% |
| 6M | -2.9% | +31.8% | -34.7% | -3.4% |
| All | -2.9% | +38.7% | -41.5% | -3.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling