+717.3%
PBR vs TRU
+226.0%
+491.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | +0.3% | -6.5% | +6.8% | +2.6% |
| 30D | +17.5% | -2.5% | +20.0% | +18.2% |
| 3M | +20.9% | +10.4% | +10.5% | +14.9% |
| 6M | +20.2% | +1.6% | +18.6% | +16.6% |
| YTD | +84.3% | -9.7% | +94.0% | +84.5% |
| 1Y | +77.1% | -17.3% | +94.4% | +81.9% |
| 3Y | +100.8% | -1.8% | +102.6% | +75.7% |
| 5Y | +556.1% | -36.2% | +592.3% | +616.6% |
| 10Y | +676.1% | +143.2% | +532.8% | +208.9% |
| All | +717.3% | +226.0% | +491.3% | +161.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling