+9.3%
XYZ vs PBR
+70.4%
-61.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -1.2% |
| 7D | -1.0% | +8.6% | -9.5% | +1.2% |
| 30D | -1.7% | +12.8% | -14.5% | +1.4% |
| 3M | +16.7% | +14.7% | +2.1% | +21.3% |
| 6M | +26.9% | +25.2% | +1.7% | +33.1% |
| YTD | +27.1% | +77.1% | -50.0% | +43.8% |
| 1Y | +9.3% | +69.6% | -60.3% | +23.1% |
| All | +9.3% | +70.4% | -61.1% | +23.1% |
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