+274.4%
PBR vs ALC
+26.4%
+248.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.4% | +1.9% |
| 7D | -3.7% | -6.2% | +2.4% | -1.3% |
| 30D | -29.0% | +14.0% | -43.0% | -33.1% |
| 3M | +4.9% | -2.4% | +7.3% | +5.2% |
| 6M | -8.4% | +12.6% | -21.0% | -14.1% |
| YTD | +59.4% | -8.4% | +67.8% | +61.5% |
| 1Y | +45.5% | -9.1% | +54.6% | +47.5% |
| 3Y | +67.4% | -0.3% | +67.7% | +52.7% |
| 5Y | +453.0% | -9.9% | +462.9% | +421.2% |
| All | +274.4% | +26.4% | +248.0% | +133.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling