-63.2%
W vs PBR
+552.2%
-615.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +2.0% | +1.3% |
| 7D | -0.9% | +5.4% | -6.2% | -1.7% |
| 30D | -4.2% | +22.9% | -27.1% | -7.6% |
| 3M | +26.9% | +19.6% | +7.3% | +22.2% |
| 6M | +31.2% | +16.5% | +14.8% | +25.7% |
| YTD | -1.8% | +86.7% | -88.5% | -17.3% |
| 1Y | +9.3% | +74.7% | -65.4% | -6.7% |
| 3Y | +33.2% | +102.6% | -69.4% | +9.7% |
| All | -63.2% | +552.2% | -615.4% | -71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling