+61.7%
PBR vs RL
+257.6%
-195.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.4% |
| 7D | -9.1% | -4.4% | -4.8% | -8.9% |
| 30D | -29.9% | +5.6% | -35.5% | -30.2% |
| 3M | +2.3% | -0.6% | +2.9% | +2.5% |
| 6M | -10.9% | +15.5% | -26.4% | -12.5% |
| YTD | +56.9% | +12.3% | +44.6% | +53.7% |
| 1Y | +38.0% | +19.3% | +18.7% | +33.4% |
| All | +61.7% | +257.6% | -195.9% | +23.2% |
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