+99.0%
PBR vs TLN
+495.0%
-396.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.8% | +3.4% |
| 7D | +2.5% | +10.9% | -8.4% | +2.0% |
| 30D | +19.4% | -6.3% | +25.7% | +19.7% |
| 3M | +20.8% | -10.7% | +31.5% | +21.2% |
| 6M | +23.5% | +1.6% | +21.9% | +22.8% |
| YTD | +83.4% | -13.1% | +96.5% | +83.6% |
| 1Y | +77.6% | -15.1% | +92.6% | +77.7% |
| All | +99.0% | +495.0% | -396.0% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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