+556.1%
PBR vs RL
+233.3%
+322.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +1.0% |
| 7D | +0.3% | -0.3% | +0.6% | +0.3% |
| 30D | +17.5% | -17.5% | +35.1% | +20.8% |
| 3M | +20.9% | -14.0% | +34.9% | +23.2% |
| 6M | +20.2% | -2.0% | +22.2% | +19.1% |
| YTD | +84.3% | -4.6% | +88.9% | +83.0% |
| 1Y | +77.1% | +9.5% | +67.6% | +70.7% |
| 3Y | +100.8% | +200.5% | -99.7% | +53.9% |
| 5Y | +556.1% | +226.3% | +329.9% | +375.6% |
| All | +556.1% | +233.3% | +322.8% | +375.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling