+1,573.8%
PBR vs RL
+2,516.7%
-942.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -3.9% | -2.7% |
| 7D | +8.6% | -0.8% | +9.4% | +8.8% |
| 30D | +12.8% | -7.8% | +20.6% | +16.0% |
| 3M | +14.7% | -4.0% | +18.7% | +15.2% |
| 6M | +25.2% | -1.9% | +27.1% | +22.7% |
| YTD | +77.1% | -0.2% | +77.3% | +71.7% |
| 1Y | +69.6% | +10.7% | +58.9% | +56.7% |
| 3Y | +95.6% | +210.8% | -115.2% | +11.7% |
| 5Y | +501.8% | +238.2% | +263.5% | +211.4% |
| 10Y | +640.6% | +313.4% | +327.2% | +224.0% |
| All | +1,573.8% | +2,516.7% | -942.9% | +321.3% |
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