+35.3%
W vs PBR
+97.2%
-61.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | +5.9% | +0.3% | +5.6% | +5.8% |
| 30D | -3.0% | +17.5% | -20.6% | -6.0% |
| 3M | +40.3% | +20.9% | +19.4% | +33.9% |
| 6M | +32.2% | +20.2% | +12.0% | +22.8% |
| YTD | -0.3% | +84.3% | -84.6% | -24.8% |
| 1Y | +16.2% | +77.1% | -60.9% | -11.6% |
| All | +35.3% | +97.2% | -61.9% | -5.4% |
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