+101.6%
PSX vs PBR
+74.3%
+27.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | +1.7% | +5.4% | -3.7% | -0.3% |
| 30D | +15.6% | +22.9% | -7.2% | +6.6% |
| 3M | +46.5% | +19.6% | +26.8% | +36.0% |
| 6M | +55.0% | +16.5% | +38.5% | +46.1% |
| YTD | +105.3% | +86.7% | +18.6% | +61.2% |
| 1Y | +101.6% | +74.7% | +26.9% | +62.0% |
| All | +101.6% | +74.3% | +27.3% | +62.0% |
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