+72.5%
SMR vs PBR
+101.4%
-29.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.2% | -7.7% | -6.1% |
| 7D | +4.7% | +4.2% | +0.5% | +3.7% |
| 30D | +3.2% | +22.7% | -19.5% | -1.7% |
| 3M | +9.9% | +21.5% | -11.6% | +4.4% |
| 6M | -15.1% | +24.0% | -39.1% | -22.3% |
| YTD | -27.9% | +88.2% | -116.2% | -44.1% |
| 1Y | -70.2% | +74.8% | -145.1% | -76.3% |
| All | +72.5% | +101.4% | -29.0% | +17.8% |
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