+69.1%
PBR vs ALC
+3.6%
+65.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.1% | -0.3% |
| 7D | -13.3% | +2.3% | -15.6% | -13.4% |
| 30D | -27.7% | +15.5% | -43.3% | -28.6% |
| 3M | +2.7% | +0.6% | +2.1% | +2.6% |
| 6M | -6.7% | +18.4% | -25.1% | -8.5% |
| YTD | +60.9% | -5.6% | +66.5% | +61.2% |
| 1Y | +46.6% | 0.0% | +46.6% | +45.4% |
| 3Y | +69.1% | +2.8% | +66.2% | +65.9% |
| All | +69.1% | +3.6% | +65.5% | +65.9% |
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