-63.2%
SPCH vs PBR
+14.1%
-77.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -7.0% | -0.6% | -8.2% |
| 7D | -13.4% | -11.0% | -2.4% | -14.6% |
| 30D | -39.6% | -18.8% | -20.9% | -40.7% |
| 3M | -1.4% | +7.8% | -9.2% | +17.1% |
| All | -63.2% | +14.1% | -77.3% | -48.9% |
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 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 · Available span rolling