+69.6%
PBR vs TRI
-38.3%
+107.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.4% | +3.5% | -1.7% |
| 7D | +8.6% | -0.5% | +9.1% | +8.6% |
| 30D | +12.8% | +7.9% | +4.9% | +12.6% |
| 3M | +14.7% | +24.1% | -9.4% | +13.4% |
| 6M | +25.2% | +3.8% | +21.4% | +24.3% |
| YTD | +77.1% | -16.9% | +94.0% | +67.1% |
| 1Y | +69.6% | -38.4% | +108.0% | +52.5% |
| All | +69.6% | -38.3% | +107.8% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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