+60.2%
SO vs PBR
+544.5%
-484.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | 0.0% | +0.3% | -0.3% | 0.0% |
| 30D | -2.5% | +17.5% | -20.0% | -3.5% |
| 3M | -4.2% | +20.9% | -25.1% | -5.4% |
| 6M | -7.7% | +20.2% | -27.9% | -8.9% |
| YTD | +3.8% | +84.3% | -80.5% | -0.3% |
| 1Y | +0.1% | +77.1% | -77.1% | -3.8% |
| 3Y | +44.2% | +100.8% | -56.6% | +36.8% |
| All | +60.2% | +544.5% | -484.3% | +40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling