+69.6%
PBR vs ROP
-21.5%
+91.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.6% | +1.7% | -2.2% |
| 7D | +8.6% | -4.4% | +13.0% | +8.1% |
| 30D | +12.8% | +3.2% | +9.6% | +13.2% |
| 3M | +14.7% | +23.1% | -8.4% | +17.1% |
| 6M | +25.2% | +13.3% | +11.9% | +26.0% |
| YTD | +77.1% | -7.9% | +85.0% | +67.5% |
| 1Y | +69.6% | -22.1% | +91.6% | +59.8% |
| All | +69.6% | -21.5% | +91.0% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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