+444.5%
PBR vs S
-56.8%
+501.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -1.9% |
| 7D | +8.6% | -7.7% | +16.3% | +8.9% |
| 30D | +12.8% | -5.3% | +18.1% | +12.9% |
| 3M | +14.7% | +20.3% | -5.6% | +13.5% |
| 6M | +25.2% | +47.4% | -22.2% | +22.5% |
| YTD | +77.1% | +32.5% | +44.6% | +74.1% |
| 1Y | +69.6% | +9.5% | +60.0% | +68.0% |
| 3Y | +95.6% | +15.5% | +80.1% | +91.4% |
| 5Y | +501.8% | -71.2% | +573.0% | +520.5% |
| All | +444.5% | -56.8% | +501.3% | +451.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling