-0.3%
SPOT vs PBR
+74.7%
-75.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -7.0% | +11.6% | +4.8% |
| 7D | +16.6% | -11.0% | +27.6% | +17.1% |
| 30D | +29.9% | -18.8% | +48.7% | +31.1% |
| 3M | +31.3% | +7.8% | +23.4% | +31.7% |
| 6M | +43.2% | -7.6% | +50.8% | +44.4% |
| YTD | +8.1% | +72.7% | -64.6% | +6.5% |
| 1Y | -0.3% | +72.9% | -73.3% | -2.7% |
| All | -0.3% | +74.7% | -75.0% | -2.7% |
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