+74.8%
PBR vs ROP
-24.5%
+99.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.6% | +2.1% |
| 7D | +4.2% | -8.0% | +12.2% | +3.4% |
| 30D | +22.7% | -2.7% | +25.5% | +22.4% |
| 3M | +21.5% | +16.6% | +4.9% | +23.4% |
| 6M | +24.0% | +10.4% | +13.6% | +24.7% |
| YTD | +88.2% | -12.1% | +100.3% | +77.2% |
| 1Y | +74.8% | -23.6% | +98.4% | +64.6% |
| All | +74.8% | -24.5% | +99.4% | +64.6% |
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