+7.0%
WMT vs PBR
+70.4%
-63.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.3% |
| 7D | +3.9% | +8.6% | -4.7% | +4.6% |
| 30D | -4.4% | +12.8% | -17.2% | -3.4% |
| 3M | -8.8% | +14.7% | -23.5% | -8.0% |
| 6M | -15.6% | +25.2% | -40.8% | -14.3% |
| YTD | -3.2% | +77.1% | -80.4% | -1.0% |
| 1Y | +7.0% | +69.6% | -62.5% | +8.8% |
| All | +7.0% | +70.4% | -63.3% | +8.8% |
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