+72.9%
PBR vs RL
+34.3%
+38.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +4.5% | -11.5% | -6.0% |
| 7D | -11.0% | +5.8% | -16.8% | -9.9% |
| 30D | -18.8% | +12.7% | -31.5% | -16.8% |
| 3M | +7.8% | +9.3% | -1.5% | +10.6% |
| 6M | -7.6% | +16.9% | -24.5% | -4.8% |
| YTD | +72.7% | +17.5% | +55.2% | +76.8% |
| 1Y | +72.9% | +34.6% | +38.3% | +73.8% |
| All | +72.9% | +34.3% | +38.6% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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