+43.2%
TER vs PBR
+74.7%
-31.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -7.0% | +0.2% | -6.9% |
| 7D | -19.9% | -11.0% | -8.9% | -20.0% |
| 30D | -43.5% | -18.8% | -24.8% | -43.9% |
| 3M | -37.8% | +7.8% | -45.6% | -37.1% |
| 6M | -25.6% | -7.6% | -18.0% | -25.7% |
| YTD | +29.8% | +72.7% | -42.8% | +20.5% |
| 1Y | +43.2% | +72.9% | -29.8% | +32.5% |
| All | +43.2% | +74.7% | -31.6% | +32.5% |
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