+679.8%
PBR vs PL
+84.9%
+594.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.9% |
| 7D | +8.6% | -9.3% | +17.9% | +9.0% |
| 30D | +12.8% | -18.9% | +31.7% | +13.6% |
| 3M | +14.7% | -58.4% | +73.0% | +18.1% |
| 6M | +25.2% | -30.3% | +55.5% | +25.6% |
| YTD | +77.1% | -8.1% | +85.3% | +75.2% |
| 1Y | +69.6% | +180.5% | -110.9% | +58.2% |
| 3Y | +95.6% | +444.1% | -348.6% | +71.0% |
| 5Y | +501.8% | +83.0% | +418.7% | +429.7% |
| All | +679.8% | +84.9% | +594.9% | +583.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling