+447.1%
PBR vs RL
+243.0%
+204.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.3% |
| 7D | -9.1% | -4.4% | -4.8% | -8.6% |
| 30D | -29.9% | +5.6% | -35.5% | -30.5% |
| 3M | +2.3% | -0.6% | +2.9% | +2.2% |
| 6M | -10.9% | +15.5% | -26.4% | -13.5% |
| YTD | +56.9% | +12.3% | +44.6% | +52.0% |
| 1Y | +38.0% | +19.3% | +18.7% | +31.8% |
| 3Y | +64.8% | +255.5% | -190.7% | +22.6% |
| 5Y | +447.1% | +247.1% | +200.1% | +313.0% |
| All | +447.1% | +243.0% | +204.1% | +313.0% |
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