+99.9%
PBR vs RL
+211.8%
-112.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.7% | +3.6% |
| 7D | +2.5% | +1.9% | +0.6% | +2.3% |
| 30D | +19.4% | -12.2% | +31.6% | +20.9% |
| 3M | +20.8% | -6.6% | +27.4% | +21.2% |
| 6M | +23.5% | +3.2% | +20.3% | +21.7% |
| YTD | +83.4% | -1.3% | +84.7% | +81.4% |
| 1Y | +77.6% | +13.6% | +64.0% | +70.8% |
| 3Y | +99.9% | +210.9% | -111.0% | +58.8% |
| All | +99.9% | +211.8% | -112.0% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling