+133.3%
PSX vs PBR
+101.4%
+31.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.0% | -1.7% |
| 7D | +1.5% | +4.2% | -2.7% | -0.2% |
| 30D | +15.8% | +22.7% | -6.9% | +6.3% |
| 3M | +43.0% | +21.5% | +21.5% | +31.5% |
| 6M | +61.1% | +24.0% | +37.1% | +46.7% |
| YTD | +104.5% | +88.2% | +16.3% | +56.0% |
| 1Y | +102.5% | +74.8% | +27.7% | +59.0% |
| All | +133.3% | +101.4% | +31.9% | +66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling