+66.4%
PBR vs NXT
+175.5%
-109.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.3% |
| 7D | -1.0% | -9.4% | +8.4% | -0.8% |
| 30D | -29.3% | +15.1% | -44.4% | -29.7% |
| 3M | +5.5% | -9.1% | +14.6% | +5.8% |
| 6M | -2.9% | -30.3% | +27.4% | -1.6% |
| YTD | +61.5% | +9.1% | +52.4% | +57.1% |
| 1Y | +46.9% | +7.9% | +39.0% | +42.8% |
| 3Y | +66.4% | +176.5% | -110.1% | +38.6% |
| All | +66.4% | +175.5% | -109.1% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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