+72.9%
PBR vs S
+36.5%
+36.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.6% | -8.6% | -6.9% |
| 7D | -11.0% | -8.2% | -2.8% | -11.1% |
| 30D | -18.8% | -7.6% | -11.1% | -18.7% |
| 3M | +7.8% | +12.0% | -4.1% | +7.9% |
| 6M | -7.6% | +50.6% | -58.2% | -8.0% |
| YTD | +72.7% | +56.6% | +16.1% | +73.5% |
| 1Y | +72.9% | +39.2% | +33.7% | +81.4% |
| All | +72.9% | +36.5% | +36.5% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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