+369.5%
ALAB vs PBR
+98.8%
+270.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.5% |
| 7D | -6.2% | +5.4% | -11.5% | -7.4% |
| 30D | -8.7% | +22.9% | -31.5% | -13.8% |
| 3M | -20.7% | +19.6% | -40.4% | -24.7% |
| 6M | +133.5% | +16.5% | +117.0% | +121.1% |
| YTD | +75.1% | +86.7% | -11.6% | +41.3% |
| 1Y | +25.0% | +74.7% | -49.7% | +2.7% |
| All | +369.5% | +98.8% | +270.7% | +276.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling