+251.0%
SPOT vs PBR
+433.6%
-182.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.5% | -1.1% |
| 7D | -6.5% | +0.3% | -6.8% | -6.6% |
| 30D | +2.2% | +17.5% | -15.3% | -0.3% |
| 3M | +5.4% | +20.9% | -15.5% | +2.2% |
| 6M | -4.0% | +20.2% | -24.3% | -7.1% |
| YTD | -9.9% | +84.3% | -94.2% | -18.4% |
| 1Y | -27.3% | +77.1% | -104.4% | -33.9% |
| 3Y | +236.4% | +100.8% | +135.6% | +195.4% |
| 5Y | +112.6% | +556.1% | -443.5% | +46.9% |
| All | +251.0% | +433.6% | -182.7% | +134.0% |
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