+99.9%
PBR vs ALC
-15.5%
+115.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.5% | +3.7% |
| 7D | +2.5% | -3.7% | +6.1% | +2.8% |
| 30D | +19.4% | -3.7% | +23.1% | +19.7% |
| 3M | +20.8% | +4.6% | +16.2% | +20.0% |
| 6M | +23.5% | -14.6% | +38.1% | +25.2% |
| YTD | +83.4% | -11.9% | +95.3% | +84.9% |
| 1Y | +77.6% | -13.1% | +90.7% | +79.1% |
| 3Y | +99.9% | -15.0% | +114.9% | +109.9% |
| All | +99.9% | -15.5% | +115.4% | +109.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling