+64.3%
PBR vs PL
+540.6%
-476.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.1% | +4.6% | +1.7% |
| 7D | -3.7% | +22.3% | -26.0% | -4.4% |
| 30D | -29.0% | -8.3% | -20.7% | -28.9% |
| 3M | +4.9% | -43.3% | +48.2% | +6.6% |
| 6M | -8.4% | -65.8% | +57.4% | -5.6% |
| YTD | +59.4% | -29.5% | +88.9% | +58.6% |
| 1Y | +45.5% | +11.7% | +33.8% | +41.6% |
| All | +64.3% | +540.6% | -476.3% | +41.1% |
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