+1,405.7%
PBR vs RL
+2,820.0%
-1,414.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.9% |
| 7D | -3.7% | +2.4% | -6.1% | -4.7% |
| 30D | -29.0% | +4.6% | -33.6% | -30.7% |
| 3M | +4.9% | -1.1% | +6.0% | +4.1% |
| 6M | -8.4% | +16.5% | -24.9% | -15.9% |
| YTD | +59.4% | +11.4% | +48.0% | +46.7% |
| 1Y | +45.5% | +16.1% | +29.4% | +31.2% |
| 3Y | +67.4% | +252.6% | -185.2% | -9.6% |
| 5Y | +453.0% | +244.9% | +208.1% | +184.7% |
| 10Y | +555.9% | +342.4% | +213.6% | +178.4% |
| All | +1,405.7% | +2,820.0% | -1,414.3% | +260.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling