+2,133.0%
PBR vs TRI
+507.2%
+1,625.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.3% | +1.7% |
| 7D | +0.3% | -8.4% | +8.7% | +5.6% |
| 30D | +17.5% | -6.5% | +24.0% | +21.3% |
| 3M | +20.9% | +18.6% | +2.3% | +1.5% |
| 6M | +20.2% | -10.4% | +30.7% | +20.1% |
| YTD | +84.3% | -23.7% | +108.0% | +99.6% |
| 1Y | +77.1% | -42.5% | +119.6% | +135.4% |
| 3Y | +100.8% | -19.3% | +120.1% | +90.9% |
| 5Y | +556.1% | -9.7% | +565.8% | +436.4% |
| 10Y | +676.1% | +194.4% | +481.6% | +125.1% |
| All | +2,133.0% | +507.2% | +1,625.9% | +272.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling