+102.6%
PBR vs GH
+363.0%
-260.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | +5.4% | -2.5% | +7.9% | +5.4% |
| 30D | +22.9% | -4.7% | +27.6% | +22.9% |
| 3M | +19.6% | +20.2% | -0.6% | +19.3% |
| 6M | +16.5% | +78.8% | -62.3% | +15.3% |
| YTD | +86.7% | +54.1% | +32.6% | +85.5% |
| 1Y | +74.7% | +177.1% | -102.4% | +69.8% |
| 3Y | +102.6% | +371.6% | -269.0% | +90.3% |
| All | +102.6% | +363.0% | -260.4% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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