+327.3%
PBR vs ALM
+3,551.9%
-3,224.5%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.7% | -6.4% | +1.3% |
| 7D | -1.0% | +1.2% | -2.3% | -1.0% |
| 30D | -29.3% | -19.3% | -10.0% | -29.3% |
| 3M | +5.5% | -40.6% | +46.2% | +5.7% |
| 6M | -2.9% | -57.9% | +55.0% | -2.7% |
| YTD | +61.5% | -6.7% | +68.2% | +61.4% |
| 1Y | +46.9% | +20.2% | +26.7% | +46.6% |
| 3Y | +66.4% | +879.4% | -813.0% | +65.0% |
| 5Y | +460.3% | +415.3% | +45.0% | +455.6% |
| 10Y | +564.6% | +2,100.8% | -1,536.2% | +555.9% |
| All | +327.3% | +3,551.9% | -3,224.5% | +311.7% |
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