+72.9%
PBR vs BTSG
+111.7%
-38.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.1% | -6.9% | -7.0% |
| 7D | -11.0% | +17.4% | -28.4% | -10.7% |
| 30D | -18.8% | +12.6% | -31.3% | -18.6% |
| 3M | +7.8% | +11.2% | -3.4% | +8.0% |
| 6M | -7.6% | +30.4% | -38.0% | -6.7% |
| YTD | +72.7% | +86.4% | -13.7% | +73.9% |
| 1Y | +72.9% | +117.9% | -45.0% | +72.5% |
| All | +72.9% | +111.7% | -38.8% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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