+69.6%
PBR vs S
+10.1%
+59.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -1.9% |
| 7D | +8.6% | -7.7% | +16.3% | +8.4% |
| 30D | +12.8% | -5.3% | +18.1% | +12.5% |
| 3M | +14.7% | +20.3% | -5.6% | +14.4% |
| 6M | +25.2% | +47.4% | -22.2% | +24.6% |
| YTD | +77.1% | +32.5% | +44.6% | +77.6% |
| 1Y | +69.6% | +9.5% | +60.0% | +70.4% |
| All | +69.6% | +10.1% | +59.4% | +70.4% |
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