+316.2%
PBR vs ALC
+24.0%
+292.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.0% |
| 7D | +8.6% | -2.1% | +10.7% | +9.5% |
| 30D | +12.8% | -0.1% | +12.9% | +12.6% |
| 3M | +14.7% | +5.9% | +8.8% | +11.2% |
| 6M | +25.2% | -15.9% | +41.1% | +33.1% |
| YTD | +77.1% | -10.1% | +87.3% | +82.1% |
| 1Y | +69.6% | -10.2% | +79.8% | +73.2% |
| 3Y | +95.6% | -13.6% | +109.1% | +94.4% |
| 5Y | +501.8% | -15.1% | +516.9% | +491.6% |
| All | +316.2% | +24.0% | +292.2% | +163.7% |
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