+50.9%
XYZ vs PBR
+98.1%
-47.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.5% | -6.7% | -3.5% |
| 7D | +2.9% | +2.5% | +0.4% | +2.7% |
| 30D | +1.4% | +19.4% | -18.0% | -0.2% |
| 3M | +14.6% | +20.8% | -6.2% | +12.4% |
| 6M | +20.8% | +23.5% | -2.7% | +16.7% |
| YTD | +23.1% | +83.4% | -60.3% | +9.7% |
| 1Y | +5.6% | +77.6% | -71.9% | -5.6% |
| 3Y | +50.9% | +99.9% | -48.9% | +25.2% |
| All | +50.9% | +98.1% | -47.2% | +25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling