+27.4%
WMT vs PBR
+74.7%
-47.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -7.0% | +10.4% | +2.9% |
| 7D | +8.8% | -11.0% | +19.7% | +8.0% |
| 30D | +22.9% | -18.8% | +41.7% | +21.6% |
| 3M | +16.1% | +7.8% | +8.2% | +17.4% |
| 6M | -0.5% | -7.6% | +7.1% | -0.7% |
| YTD | +16.7% | +72.7% | -56.0% | +20.7% |
| 1Y | +27.4% | +72.9% | -45.6% | +32.8% |
| All | +27.4% | +74.7% | -47.4% | +32.8% |
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