+163.8%
PBR vs TLN
+589.3%
-425.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.6% |
| 7D | +0.3% | +5.8% | -5.5% | +0.1% |
| 30D | +17.5% | -6.9% | +24.4% | +17.9% |
| 3M | +20.9% | -10.9% | +31.8% | +21.4% |
| 6M | +20.2% | -4.6% | +24.9% | +20.0% |
| YTD | +84.3% | -14.7% | +99.0% | +84.6% |
| 1Y | +77.1% | -17.9% | +95.0% | +77.7% |
| 3Y | +100.8% | +483.9% | -383.1% | +64.9% |
| All | +163.8% | +589.3% | -425.5% | +126.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling