+72.9%
PBR vs MTB
+27.0%
+46.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.2% | -8.1% | -6.8% |
| 7D | -11.0% | +2.0% | -13.0% | -10.7% |
| 30D | -18.8% | +2.9% | -21.7% | -18.4% |
| 3M | +7.8% | -10.7% | +18.5% | +6.8% |
| 6M | -7.6% | +6.3% | -13.9% | -7.9% |
| YTD | +72.7% | +13.8% | +58.9% | +68.7% |
| 1Y | +72.9% | +27.7% | +45.2% | +65.3% |
| All | +72.9% | +27.0% | +46.0% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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