+212.4%
PBR vs NXT
+178.8%
+33.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.0% |
| 7D | +8.6% | -1.1% | +9.7% | +8.6% |
| 30D | +12.8% | -15.3% | +28.1% | +13.6% |
| 3M | +14.7% | -43.8% | +58.5% | +17.9% |
| 6M | +25.2% | -18.7% | +43.8% | +24.7% |
| YTD | +77.1% | -3.0% | +80.1% | +73.5% |
| 1Y | +69.6% | +22.7% | +46.8% | +62.0% |
| 3Y | +95.6% | +95.9% | -0.3% | +74.0% |
| All | +212.4% | +178.8% | +33.6% | +160.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling