+662.0%
PBR vs BTG
+159.3%
+502.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | +5.4% | -3.8% | +9.1% | +5.9% |
| 30D | +22.9% | +3.6% | +19.2% | +21.9% |
| 3M | +19.6% | +32.0% | -12.4% | +13.7% |
| 6M | +16.5% | +3.4% | +13.1% | +13.9% |
| YTD | +86.7% | +20.8% | +65.9% | +76.9% |
| 1Y | +74.7% | +22.4% | +52.3% | +63.8% |
| 3Y | +102.6% | +91.7% | +10.9% | +71.3% |
| 5Y | +566.6% | +79.0% | +487.6% | +460.5% |
| All | +662.0% | +159.3% | +502.7% | +460.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling