+66.1%
PBR vs PL
+455.3%
-389.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.4% | -11.8% | -1.8% |
| 7D | -16.0% | -6.8% | -9.1% | -15.8% |
| 30D | -22.8% | -29.3% | +6.5% | -22.0% |
| 3M | +3.0% | -44.8% | +47.8% | +4.7% |
| 6M | -8.1% | -68.4% | +60.3% | -5.0% |
| YTD | +63.1% | -36.4% | +99.5% | +62.9% |
| 1Y | +59.3% | +0.7% | +58.5% | +55.4% |
| 3Y | +66.1% | +455.3% | -389.2% | +40.1% |
| All | +66.1% | +455.3% | -389.2% | +40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling