+102.6%
PBR vs UL
+20.7%
+81.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.5% | -0.9% |
| 7D | +5.4% | -3.4% | +8.8% | +5.4% |
| 30D | +22.9% | +0.5% | +22.4% | +22.8% |
| 3M | +19.6% | +7.2% | +12.4% | +19.0% |
| 6M | +16.5% | -3.1% | +19.5% | +17.3% |
| YTD | +86.7% | -2.7% | +89.4% | +87.0% |
| 1Y | +74.7% | -10.2% | +85.0% | +77.3% |
| 3Y | +102.6% | +20.3% | +82.3% | +86.2% |
| All | +102.6% | +20.7% | +81.9% | +86.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling