-73.1%
SMR vs PBR
+70.4%
-143.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.7% |
| 7D | +4.4% | +8.6% | -4.2% | +5.5% |
| 30D | +3.4% | +12.8% | -9.4% | +5.0% |
| 3M | -19.2% | +14.7% | -33.8% | -17.5% |
| 6M | -22.6% | +25.2% | -47.8% | -27.6% |
| YTD | -31.5% | +77.1% | -108.7% | -37.3% |
| 1Y | -73.1% | +69.6% | -142.6% | -75.3% |
| All | -73.1% | +70.4% | -143.5% | -75.3% |
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