+7.5%
SMR vs PBR
+307.9%
-300.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.4% |
| 7D | +13.1% | +0.3% | +12.7% | +13.0% |
| 30D | +17.8% | +17.5% | +0.2% | +13.4% |
| 3M | +8.1% | +20.9% | -12.8% | +3.0% |
| 6M | -11.1% | +20.2% | -31.3% | -16.7% |
| YTD | -23.7% | +84.3% | -108.0% | -36.9% |
| 1Y | -69.4% | +77.1% | -146.5% | -74.5% |
| 3Y | +82.6% | +100.8% | -18.2% | +44.9% |
| All | +7.5% | +307.9% | -300.4% | -25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling