+542.7%
PBR vs TDY
+39.0%
+503.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.1% | -1.1% |
| 7D | +5.4% | -1.1% | +6.5% | +5.6% |
| 30D | +22.9% | -12.0% | +34.9% | +26.1% |
| 3M | +19.6% | -3.2% | +22.8% | +20.1% |
| 6M | +16.5% | -7.9% | +24.3% | +18.0% |
| YTD | +86.7% | +18.2% | +68.4% | +78.3% |
| 1Y | +74.7% | +6.7% | +68.1% | +70.6% |
| 3Y | +102.6% | +47.5% | +55.0% | +81.4% |
| All | +542.7% | +39.0% | +503.6% | +476.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling