+100.0%
PBR vs ROP
-18.8%
+118.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.6% |
| 7D | +0.3% | -6.1% | +6.5% | +0.7% |
| 30D | +17.5% | -3.4% | +20.9% | +17.7% |
| 3M | +20.9% | +16.7% | +4.2% | +19.0% |
| 6M | +20.2% | +8.1% | +12.2% | +19.1% |
| YTD | +84.3% | -11.7% | +96.0% | +87.2% |
| 1Y | +77.1% | -24.2% | +101.3% | +86.4% |
| All | +100.0% | -18.8% | +118.8% | +105.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling