+69.1%
PBR vs BTSG
+389.4%
-320.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.9% |
| 7D | +5.4% | -3.3% | +8.7% | +5.5% |
| 30D | +22.9% | -1.6% | +24.5% | +22.9% |
| 3M | +19.6% | -6.9% | +26.5% | +19.6% |
| 6M | +16.5% | +42.1% | -25.6% | +11.9% |
| YTD | +86.7% | +56.8% | +29.8% | +77.4% |
| 1Y | +74.7% | +109.8% | -35.1% | +60.8% |
| All | +69.1% | +389.4% | -320.3% | +42.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling