+35.9%
PBR vs BTG
+385.9%
-350.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.2% |
| 7D | +0.3% | +2.4% | -2.1% | -0.1% |
| 30D | +17.5% | +9.5% | +8.0% | +15.6% |
| 3M | +20.9% | +38.5% | -17.6% | +13.6% |
| 6M | +20.2% | +5.6% | +14.6% | +16.8% |
| YTD | +84.3% | +23.9% | +60.4% | +73.5% |
| 1Y | +77.1% | +32.1% | +45.0% | +63.7% |
| 3Y | +100.8% | +103.2% | -2.4% | +68.8% |
| 5Y | +556.1% | +79.7% | +476.4% | +452.3% |
| 10Y | +676.1% | +159.1% | +516.9% | +466.4% |
| All | +35.9% | +385.9% | -350.0% | -36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling