+110.2%
T vs PBR
+99.7%
+10.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.1% |
| 7D | +1.5% | +5.4% | -3.9% | +1.1% |
| 30D | +7.5% | +22.9% | -15.4% | +5.9% |
| 3M | +14.8% | +19.6% | -4.8% | +13.2% |
| 6M | -1.7% | +16.5% | -18.2% | -2.9% |
| YTD | +8.7% | +86.7% | -78.0% | +3.6% |
| 1Y | -7.5% | +74.7% | -82.2% | -11.4% |
| 3Y | +110.2% | +102.6% | +7.7% | +92.0% |
| All | +110.2% | +99.7% | +10.5% | +92.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling