+165.0%
W vs PBR
+443.7%
-278.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | -0.2% |
| 7D | +6.5% | +2.5% | +4.0% | +5.9% |
| 30D | -6.2% | +19.4% | -25.6% | -9.8% |
| 3M | +48.9% | +20.8% | +28.1% | +41.9% |
| 6M | +31.2% | +23.5% | +7.7% | +23.3% |
| YTD | -0.4% | +83.4% | -83.8% | -14.7% |
| 1Y | +14.8% | +77.6% | -62.7% | -1.2% |
| 3Y | +40.5% | +99.9% | -59.3% | +17.6% |
| 5Y | -62.1% | +567.7% | -629.8% | -76.1% |
| 10Y | +141.5% | +621.5% | -480.0% | +34.6% |
| All | +165.0% | +443.7% | -278.6% | +32.4% |
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 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