+368.8%
PBR vs ALM
+7,705.7%
-7,336.9%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.9% |
| 7D | +8.6% | -2.6% | +11.2% | +8.6% |
| 30D | +12.8% | +32.0% | -19.2% | +12.7% |
| 3M | +14.7% | -15.0% | +29.7% | +14.7% |
| 6M | +25.2% | -10.1% | +35.3% | +25.1% |
| YTD | +77.1% | +99.4% | -22.3% | +76.6% |
| 1Y | +69.6% | +316.4% | -246.8% | +68.7% |
| 3Y | +95.6% | +2,022.0% | -1,926.4% | +93.4% |
| 5Y | +501.8% | +941.2% | -439.4% | +495.5% |
| 10Y | +640.6% | +2,950.3% | -2,309.8% | +629.7% |
| All | +368.8% | +7,705.7% | -7,336.9% | +350.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling