+70.5%
PBR vs BTSG
+382.3%
-311.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.6% | +8.8% | +2.5% |
| 7D | +4.2% | -5.8% | +10.0% | +4.5% |
| 30D | +22.7% | 0.0% | +22.8% | +22.6% |
| 3M | +21.5% | -4.5% | +26.0% | +21.2% |
| 6M | +24.0% | +40.0% | -16.0% | +19.2% |
| YTD | +88.2% | +54.6% | +33.7% | +79.1% |
| 1Y | +74.8% | +106.1% | -31.3% | +61.0% |
| All | +70.5% | +382.3% | -311.8% | +43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling