+72.9%
PBR vs TRI
-22.4%
+95.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +6.4% | -13.4% | -7.0% |
| 7D | -11.0% | +1.0% | -12.0% | -10.9% |
| 30D | -18.8% | +20.8% | -39.5% | -19.0% |
| 3M | +7.8% | +8.1% | -0.3% | +7.8% |
| 6M | -7.6% | +24.2% | -31.7% | -8.4% |
| YTD | +72.7% | -7.8% | +80.4% | +60.2% |
| 1Y | +72.9% | -16.7% | +89.6% | +60.1% |
| All | +72.9% | -22.4% | +95.4% | +60.1% |
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