+72.9%
PBR vs UL
+1.7%
+71.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.3% | -10.2% | -6.5% |
| 7D | -11.0% | +4.7% | -15.6% | -10.4% |
| 30D | -18.8% | +11.6% | -30.3% | -17.4% |
| 3M | +7.8% | +5.3% | +2.5% | +8.6% |
| 6M | -7.6% | +16.0% | -23.6% | -5.7% |
| YTD | +72.7% | +5.0% | +67.7% | +74.0% |
| 1Y | +72.9% | +1.1% | +71.8% | +75.1% |
| All | +72.9% | +1.7% | +71.3% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling