-0.4%
ROL vs PBR
+97.2%
-97.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.2% |
| 7D | -3.3% | +0.3% | -3.6% | -3.3% |
| 30D | -7.2% | +17.5% | -24.8% | -7.5% |
| 3M | -27.0% | +20.9% | -47.9% | -27.3% |
| 6M | -39.5% | +20.2% | -59.8% | -39.8% |
| YTD | -41.8% | +84.3% | -126.1% | -42.3% |
| 1Y | -38.9% | +77.1% | -116.0% | -39.4% |
| All | -0.4% | +97.2% | -97.6% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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