+611.2%
PBR vs PL
+46.6%
+564.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +14.5% | -15.5% | -1.5% |
| 7D | -13.3% | +10.9% | -24.2% | -13.6% |
| 30D | -27.5% | -16.4% | -11.1% | -27.1% |
| 3M | +5.2% | -39.9% | +45.1% | +6.9% |
| 6M | -6.4% | -63.2% | +56.8% | -3.5% |
| YTD | +61.6% | -27.1% | +88.7% | +60.8% |
| 1Y | +48.9% | +12.2% | +36.7% | +45.0% |
| 3Y | +70.0% | +584.3% | -514.3% | +46.6% |
| 5Y | +469.0% | +37.0% | +432.0% | +386.7% |
| All | +611.2% | +46.6% | +564.5% | +527.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling