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  • PBR vs ALM✓SelectedUSD · ALMPBR vs ALM performance historyLatest closeAs of-1.90%09/04
Stock and ETF performance explorer

PBR vs ALM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+368.8%
ALM return
+7,705.7%
Excess return
-7,336.9%
Maximum drawdown
-86.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioALMExcessAlpha
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