+25.1%
RF vs PBR
+74.7%
-49.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.0% | +8.5% | +1.1% |
| 7D | +2.3% | -11.0% | +13.2% | +1.6% |
| 30D | +7.2% | -18.8% | +26.0% | +6.1% |
| 3M | -8.2% | +7.8% | -16.0% | -7.2% |
| 6M | +7.0% | -7.6% | +14.6% | +8.0% |
| YTD | +10.3% | +72.7% | -62.4% | +10.9% |
| 1Y | +25.1% | +72.9% | -47.9% | +25.5% |
| All | +25.1% | +74.7% | -49.7% | +25.5% |
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