+1,678.6%
PBR vs TDY
+3,039.5%
-1,360.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +1.9% | +2.1% |
| 7D | +4.2% | -1.9% | +6.1% | +5.1% |
| 30D | +22.7% | -12.5% | +35.2% | +30.1% |
| 3M | +21.5% | -0.8% | +22.3% | +21.2% |
| 6M | +24.0% | -9.0% | +33.0% | +27.7% |
| YTD | +88.2% | +16.8% | +71.4% | +72.6% |
| 1Y | +74.8% | +9.5% | +65.4% | +64.3% |
| 3Y | +105.1% | +45.4% | +59.7% | +65.5% |
| 5Y | +572.2% | +37.8% | +534.4% | +439.0% |
| 10Y | +692.7% | +470.2% | +222.5% | +257.2% |
| All | +1,678.6% | +3,039.5% | -1,360.9% | +460.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling