+72.9%
PBR vs TDY
+22.9%
+50.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -4.8% | -2.2% | -6.6% |
| 7D | -11.0% | -5.0% | -5.9% | -10.7% |
| 30D | -18.8% | +2.0% | -20.8% | -18.7% |
| 3M | +7.8% | -7.7% | +15.5% | +9.4% |
| 6M | -7.6% | -0.9% | -6.7% | -7.4% |
| YTD | +72.7% | +23.7% | +48.9% | +63.1% |
| 1Y | +72.9% | +23.6% | +49.3% | +63.2% |
| All | +72.9% | +22.9% | +50.0% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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