+590.6%
PBR vs PL
+46.3%
+544.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.5% |
| 7D | -9.1% | +13.4% | -22.5% | -9.6% |
| 30D | -29.9% | -10.2% | -19.7% | -29.7% |
| 3M | +2.3% | -39.5% | +41.8% | +3.9% |
| 6M | -10.9% | -65.7% | +54.8% | -7.9% |
| YTD | +56.9% | -27.3% | +84.2% | +56.2% |
| 1Y | +38.0% | +15.0% | +23.0% | +34.3% |
| 3Y | +64.8% | +560.8% | -496.0% | +42.3% |
| 5Y | +447.1% | +38.4% | +408.7% | +369.6% |
| All | +590.6% | +46.3% | +544.3% | +509.3% |
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