-37.5%
U vs PBR
+748.3%
-785.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.5% | -0.9% | +2.2% |
| 7D | +4.5% | +2.5% | +2.0% | +4.1% |
| 30D | -0.6% | +19.4% | -20.0% | -3.0% |
| 3M | +48.4% | +20.8% | +27.6% | +44.2% |
| 6M | +115.4% | +23.5% | +91.9% | +107.6% |
| YTD | -3.2% | +83.4% | -86.6% | -12.7% |
| 1Y | -6.0% | +77.6% | -83.6% | -14.9% |
| 3Y | +13.5% | +99.9% | -86.4% | +0.7% |
| 5Y | -68.0% | +567.7% | -635.7% | -74.4% |
| All | -37.5% | +748.3% | -785.8% | -50.1% |
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