+108.5%
RF vs PBR
+64.0%
+44.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.1% | -0.2% |
| 7D | -0.9% | -16.0% | +15.1% | +0.6% |
| 30D | +6.0% | -22.8% | +28.8% | +8.3% |
| 3M | -8.9% | +3.0% | -11.9% | -10.0% |
| 6M | +2.3% | -8.1% | +10.4% | +2.7% |
| YTD | +7.6% | +63.1% | -55.6% | -3.6% |
| 1Y | +21.2% | +59.3% | -38.1% | +8.9% |
| 3Y | +108.5% | +66.1% | +42.4% | +76.8% |
| All | +108.5% | +64.0% | +44.5% | +76.8% |
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