+2,146.8%
PBR vs GME
+1,066.0%
+1,080.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +3.6% |
| 7D | +2.5% | +0.4% | +2.0% | +2.4% |
| 30D | +19.4% | -1.4% | +20.8% | +19.5% |
| 3M | +20.8% | -15.1% | +35.9% | +22.3% |
| 6M | +23.5% | -22.5% | +46.0% | +25.7% |
| YTD | +83.4% | -5.9% | +89.3% | +83.5% |
| 1Y | +77.6% | -18.6% | +96.2% | +79.6% |
| 3Y | +99.9% | +6.7% | +93.2% | +77.7% |
| 5Y | +567.7% | -62.0% | +629.7% | +511.2% |
| 10Y | +621.5% | +239.5% | +382.1% | +114.8% |
| All | +2,146.8% | +1,066.0% | +1,080.9% | +452.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling