+99.9%
PBR vs ALM
+2,327.9%
-2,228.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.8% | -5.3% | +3.3% |
| 7D | +2.5% | +8.4% | -6.0% | +2.2% |
| 30D | +19.4% | +34.8% | -15.5% | +18.3% |
| 3M | +20.8% | +16.2% | +4.6% | +20.0% |
| 6M | +23.5% | +2.1% | +21.3% | +22.8% |
| YTD | +83.4% | +117.0% | -33.6% | +78.4% |
| 1Y | +77.6% | +313.9% | -236.3% | +69.2% |
| 3Y | +99.9% | +2,327.9% | -2,228.1% | +71.3% |
| All | +99.9% | +2,327.9% | -2,228.1% | +71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling