+384.5%
ALAB vs PBR
+96.3%
+288.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.6% | +3.9% |
| 7D | +9.6% | +0.3% | +9.3% | +9.5% |
| 30D | -5.3% | +17.5% | -22.8% | -9.5% |
| 3M | -12.0% | +20.9% | -32.9% | -16.7% |
| 6M | +145.7% | +20.2% | +125.5% | +129.9% |
| YTD | +80.7% | +84.3% | -3.6% | +46.3% |
| 1Y | +40.1% | +77.1% | -37.0% | +14.2% |
| All | +384.5% | +96.3% | +288.2% | +289.4% |
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