+69.6%
PBR vs TPG
-6.0%
+75.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -2.0% |
| 7D | +8.6% | -2.4% | +11.0% | +8.3% |
| 30D | +12.8% | +11.1% | +1.7% | +14.2% |
| 3M | +14.7% | +26.3% | -11.6% | +17.8% |
| 6M | +25.2% | +18.3% | +6.8% | +28.8% |
| YTD | +77.1% | -14.4% | +91.6% | +80.4% |
| 1Y | +69.6% | -6.7% | +76.3% | +70.2% |
| All | +69.6% | -6.0% | +75.6% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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