+556.1%
PBR vs ALM
+958.0%
-401.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +0.6% |
| 7D | +0.3% | +3.6% | -3.3% | +0.3% |
| 30D | +17.5% | +33.8% | -16.3% | +16.8% |
| 3M | +20.9% | +14.8% | +6.1% | +20.3% |
| 6M | +20.2% | -7.0% | +27.2% | +20.0% |
| YTD | +84.3% | +108.1% | -23.8% | +81.0% |
| 1Y | +77.1% | +313.8% | -236.7% | +71.6% |
| 3Y | +100.8% | +2,227.6% | -2,126.8% | +86.4% |
| 5Y | +556.1% | +956.6% | -400.5% | +512.8% |
| All | +556.1% | +958.0% | -401.9% | +512.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling