+24.3%
W vs PBR
+74.7%
-50.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -7.0% | +18.0% | +8.1% |
| 7D | +8.4% | -11.0% | +19.4% | +3.8% |
| 30D | +16.5% | -18.8% | +35.3% | +8.7% |
| 3M | +6.4% | +7.8% | -1.4% | +14.6% |
| 6M | +90.5% | -7.6% | +98.1% | +101.9% |
| YTD | +23.1% | +72.7% | -49.6% | +31.0% |
| 1Y | +24.3% | +72.9% | -48.7% | +29.9% |
| All | +24.3% | +74.7% | -50.5% | +29.9% |
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