+72.9%
PBR vs BTG
+24.4%
+48.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +8.7% | -15.7% | -6.6% |
| 7D | -11.0% | -0.2% | -10.8% | -10.8% |
| 30D | -18.8% | -0.8% | -18.0% | -18.5% |
| 3M | +7.8% | +31.8% | -24.0% | +7.9% |
| 6M | -7.6% | +20.4% | -28.0% | -7.5% |
| YTD | +72.7% | +14.7% | +57.9% | +73.6% |
| 1Y | +72.9% | +29.4% | +43.6% | +71.9% |
| All | +72.9% | +24.4% | +48.6% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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