+69.1%
PBR vs M
+155.4%
-86.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.4% |
| 7D | -13.3% | +5.0% | -18.3% | -13.5% |
| 30D | -27.7% | +10.6% | -38.4% | -28.1% |
| 3M | +2.7% | +1.6% | +1.1% | +2.6% |
| 6M | -6.7% | +30.8% | -37.6% | -8.5% |
| YTD | +60.9% | +16.9% | +44.0% | +59.0% |
| 1Y | +46.6% | +26.3% | +20.3% | +43.4% |
| 3Y | +69.1% | +158.6% | -89.6% | +54.4% |
| All | +69.1% | +155.4% | -86.3% | +54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling