+77.6%
PBR vs PL
+131.1%
-53.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +3.5% |
| 7D | +2.5% | -7.5% | +10.0% | +2.6% |
| 30D | +19.4% | -25.6% | +45.0% | +19.8% |
| 3M | +20.8% | -45.6% | +66.4% | +21.7% |
| 6M | +23.5% | -29.5% | +53.0% | +24.3% |
| YTD | +83.4% | -9.7% | +93.1% | +83.6% |
| 1Y | +77.6% | +84.4% | -6.8% | +86.2% |
| All | +77.6% | +131.1% | -53.6% | +86.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling