+72.9%
PBR vs M
+36.6%
+36.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +7.6% | -14.6% | -5.6% |
| 7D | -11.0% | +8.3% | -19.2% | -9.5% |
| 30D | -18.8% | +14.2% | -32.9% | -16.6% |
| 3M | +7.8% | -1.1% | +8.9% | +8.6% |
| 6M | -7.6% | +36.6% | -44.2% | -1.2% |
| YTD | +72.7% | +19.8% | +52.9% | +82.8% |
| 1Y | +72.9% | +37.2% | +35.8% | +83.5% |
| All | +72.9% | +36.6% | +36.4% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling