+69.6%
PBR vs ALM
+318.3%
-248.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.8% |
| 7D | +8.6% | -2.6% | +11.2% | +8.7% |
| 30D | +12.8% | +32.0% | -19.2% | +11.7% |
| 3M | +14.7% | -15.0% | +29.7% | +15.3% |
| 6M | +25.2% | -10.1% | +35.3% | +25.5% |
| YTD | +77.1% | +99.4% | -22.3% | +72.0% |
| 1Y | +69.6% | +316.4% | -246.8% | +54.1% |
| All | +69.6% | +318.3% | -248.8% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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