+47.2%
PBR vs PL
+8.6%
+38.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +14.5% | -15.5% | -1.0% |
| 7D | -13.3% | +10.9% | -24.2% | -13.3% |
| 30D | -27.5% | -16.4% | -11.1% | -27.4% |
| 3M | +5.2% | -39.9% | +45.1% | +5.5% |
| 6M | -6.4% | -63.2% | +56.8% | -5.5% |
| YTD | +61.6% | -27.1% | +88.7% | +62.4% |
| All | +47.2% | +8.6% | +38.5% | +48.7% |
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