+566.9%
PBR vs RL
+342.1%
+224.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | -3.7% | +2.4% | -6.1% | -4.5% |
| 30D | -29.0% | +4.6% | -33.6% | -30.4% |
| 3M | +4.9% | -1.1% | +6.0% | +4.4% |
| 6M | -8.4% | +16.5% | -24.9% | -14.8% |
| YTD | +59.4% | +11.4% | +48.0% | +48.6% |
| 1Y | +45.5% | +16.1% | +29.4% | +33.1% |
| 3Y | +67.4% | +252.6% | -185.2% | -5.3% |
| 5Y | +453.0% | +244.9% | +208.1% | +199.8% |
| All | +566.9% | +342.1% | +224.8% | +194.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling