+91.3%
RF vs PBR
+98.1%
-6.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -1.6% |
| 7D | +2.7% | +2.5% | +0.2% | +2.3% |
| 30D | -3.4% | +19.4% | -22.7% | -5.6% |
| 3M | +6.4% | +20.8% | -14.4% | +3.5% |
| 6M | +13.4% | +23.5% | -10.1% | +9.0% |
| YTD | +14.2% | +83.4% | -69.2% | +1.0% |
| 1Y | +15.7% | +77.6% | -61.9% | +2.7% |
| 3Y | +91.3% | +99.9% | -8.5% | +59.0% |
| All | +91.3% | +98.1% | -6.8% | +59.0% |
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 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