+74.7%
PBR vs BTSG
+113.2%
-38.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.8% |
| 7D | +5.4% | -3.3% | +8.7% | +5.2% |
| 30D | +22.9% | -1.6% | +24.5% | +22.8% |
| 3M | +19.6% | -6.9% | +26.5% | +19.3% |
| 6M | +16.5% | +42.1% | -25.6% | +15.0% |
| YTD | +86.7% | +56.8% | +29.8% | +83.8% |
| 1Y | +74.7% | +109.8% | -35.1% | +67.6% |
| All | +74.7% | +113.2% | -38.5% | +67.6% |
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