-75.5%
SMR vs PBR
+74.3%
-149.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.8% | -14.8% | -15.7% |
| 7D | -11.2% | +5.4% | -16.6% | -11.0% |
| 30D | -10.2% | +22.9% | -33.1% | -8.2% |
| 3M | -10.0% | +19.6% | -29.7% | -8.0% |
| 6M | -30.5% | +16.5% | -46.9% | -32.4% |
| YTD | -39.2% | +86.7% | -125.9% | -44.6% |
| 1Y | -75.5% | +74.7% | -150.2% | -78.6% |
| All | -75.5% | +74.3% | -149.8% | -78.6% |
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