+74.7%
PBR vs RL
+8.8%
+65.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.6% | -0.8% |
| 7D | +5.4% | -3.4% | +8.8% | +5.0% |
| 30D | +22.9% | -14.4% | +37.3% | +21.5% |
| 3M | +19.6% | -13.6% | +33.2% | +18.5% |
| 6M | +16.5% | +0.6% | +15.9% | +15.5% |
| YTD | +86.7% | -3.6% | +90.3% | +84.0% |
| 1Y | +74.7% | +8.3% | +66.4% | +64.3% |
| All | +74.7% | +8.8% | +65.9% | +64.3% |
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