+100.0%
PBR vs NXT
+89.5%
+10.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.6% | +4.1% | +0.6% |
| 7D | +0.3% | -0.2% | +0.6% | +0.3% |
| 30D | +17.5% | -20.0% | +37.5% | +18.6% |
| 3M | +20.9% | -30.9% | +51.8% | +22.7% |
| 6M | +20.2% | -23.8% | +44.1% | +20.2% |
| YTD | +84.3% | -5.4% | +89.7% | +80.3% |
| 1Y | +77.1% | +28.0% | +49.1% | +67.8% |
| All | +100.0% | +89.5% | +10.5% | +82.7% |
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