+102.6%
PBR vs GME
+18.5%
+84.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.7% | -4.6% | -1.0% |
| 7D | +5.4% | +10.4% | -5.0% | +5.1% |
| 30D | +22.9% | +14.1% | +8.8% | +22.4% |
| 3M | +19.6% | -4.6% | +24.3% | +19.7% |
| 6M | +16.5% | -13.5% | +30.0% | +16.8% |
| YTD | +86.7% | +5.3% | +81.3% | +86.1% |
| 1Y | +74.7% | -14.9% | +89.6% | +75.2% |
| 3Y | +102.6% | +24.3% | +78.3% | +113.4% |
| All | +102.6% | +18.5% | +84.1% | +113.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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