+542.7%
PBR vs BTG
+78.0%
+464.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | +5.4% | -3.8% | +9.1% | +5.8% |
| 30D | +22.9% | +3.6% | +19.2% | +22.0% |
| 3M | +19.6% | +32.0% | -12.4% | +14.3% |
| 6M | +16.5% | +3.4% | +13.1% | +14.7% |
| YTD | +86.7% | +20.8% | +65.9% | +77.6% |
| 1Y | +74.7% | +22.4% | +52.3% | +64.1% |
| 3Y | +102.6% | +91.7% | +10.9% | +68.7% |
| All | +542.7% | +78.0% | +464.6% | +464.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling