+72.9%
PBR vs TRU
+2.1%
+70.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +4.6% | -11.5% | -6.4% |
| 7D | -11.0% | +10.5% | -21.5% | -9.9% |
| 30D | -18.8% | +28.7% | -47.5% | -16.0% |
| 3M | +7.8% | +0.7% | +7.2% | +7.9% |
| 6M | -7.6% | +19.3% | -26.9% | -4.9% |
| YTD | +72.7% | -3.7% | +76.4% | +75.7% |
| 1Y | +72.9% | +3.4% | +69.5% | +72.9% |
| All | +72.9% | +2.1% | +70.8% | +72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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