+662.0%
PBR vs RL
+311.3%
+350.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.6% | -1.1% |
| 7D | +5.4% | -3.4% | +8.8% | +6.5% |
| 30D | +22.9% | -14.4% | +37.3% | +28.9% |
| 3M | +19.6% | -13.6% | +33.2% | +24.5% |
| 6M | +16.5% | +0.6% | +15.9% | +13.6% |
| YTD | +86.7% | -3.6% | +90.3% | +83.7% |
| 1Y | +74.7% | +8.3% | +66.4% | +64.0% |
| 3Y | +102.6% | +204.8% | -102.2% | +21.6% |
| 5Y | +566.6% | +232.9% | +333.6% | +261.9% |
| All | +662.0% | +311.3% | +350.8% | +262.6% |
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