+74.8%
PBR vs ALC
-15.7%
+90.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.7% | +4.9% | +2.0% |
| 7D | +4.2% | -7.7% | +11.9% | +3.9% |
| 30D | +22.7% | -11.7% | +34.4% | +22.2% |
| 3M | +21.5% | +0.7% | +20.9% | +21.2% |
| 6M | +24.0% | -17.1% | +41.1% | +22.4% |
| YTD | +88.2% | -15.1% | +103.4% | +85.8% |
| 1Y | +74.8% | -14.1% | +88.9% | +69.8% |
| All | +74.8% | -15.7% | +90.5% | +69.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling