+338.5%
PBR vs ALC
+16.1%
+322.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.5% |
| 7D | +5.4% | -6.3% | +11.7% | +8.2% |
| 30D | +22.9% | -10.3% | +33.1% | +28.3% |
| 3M | +19.6% | -0.7% | +20.4% | +19.1% |
| 6M | +16.5% | -17.8% | +34.3% | +24.8% |
| YTD | +86.7% | -15.8% | +102.5% | +96.9% |
| 1Y | +74.7% | -16.7% | +91.4% | +84.2% |
| 3Y | +102.6% | -19.7% | +122.3% | +107.8% |
| 5Y | +566.6% | -19.8% | +586.4% | +567.0% |
| All | +338.5% | +16.1% | +322.4% | +185.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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