+358.7%
ALAB vs PBR
+100.5%
+258.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.2% | -7.5% | -5.8% |
| 7D | +0.6% | +4.2% | -3.6% | -0.5% |
| 30D | -8.8% | +22.7% | -31.5% | -13.9% |
| 3M | -14.0% | +21.5% | -35.5% | -18.6% |
| 6M | +144.3% | +24.0% | +120.3% | +126.6% |
| YTD | +71.0% | +88.2% | -17.2% | +37.8% |
| 1Y | +23.5% | +74.8% | -51.3% | +1.5% |
| All | +358.7% | +100.5% | +258.2% | +266.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling