+668.5%
PBR vs ALM
+2,776.7%
-2,108.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -9.6% | +11.8% | +2.4% |
| 7D | +4.2% | -7.1% | +11.4% | +4.4% |
| 30D | +22.7% | +24.7% | -1.9% | +21.9% |
| 3M | +21.5% | +8.3% | +13.2% | +20.9% |
| 6M | +24.0% | -22.2% | +46.2% | +24.1% |
| YTD | +88.2% | +88.1% | +0.2% | +83.8% |
| 1Y | +74.8% | +272.4% | -197.5% | +67.2% |
| 3Y | +105.1% | +2,004.1% | -1,899.0% | +83.5% |
| 5Y | +572.2% | +915.8% | -343.5% | +508.4% |
| All | +668.5% | +2,776.7% | -2,108.2% | +586.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling