+454.9%
PBR vs PL
+31.5%
+423.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +2.0% | +1.3% |
| 7D | -1.0% | +10.0% | -11.1% | -1.4% |
| 30D | -29.3% | -2.3% | -27.0% | -29.3% |
| 3M | +5.5% | -44.2% | +49.7% | +7.5% |
| 6M | -2.9% | -66.1% | +63.2% | +0.4% |
| YTD | +61.5% | -30.0% | +91.4% | +60.9% |
| 1Y | +46.9% | +21.0% | +25.8% | +42.5% |
| 3Y | +66.4% | +516.5% | -450.1% | +44.1% |
| All | +454.9% | +31.5% | +423.4% | +401.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling