+24.5%
PH vs PBR
+74.3%
-49.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.6% |
| 7D | -1.3% | +5.4% | -6.7% | -0.6% |
| 30D | -11.0% | +22.9% | -33.8% | -8.6% |
| 3M | +5.5% | +19.6% | -14.1% | +8.3% |
| 6M | +1.5% | +16.5% | -15.0% | +3.1% |
| YTD | +8.8% | +86.7% | -77.9% | +7.9% |
| 1Y | +24.5% | +74.7% | -50.2% | +22.6% |
| All | +24.5% | +74.3% | -49.8% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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