+104.3%
PBR vs TW
+20.3%
+84.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.6% | +2.2% |
| 7D | +4.2% | -2.7% | +7.0% | +4.4% |
| 30D | +22.7% | -1.7% | +24.5% | +22.8% |
| 3M | +21.5% | +1.6% | +19.9% | +21.0% |
| 6M | +24.0% | -17.7% | +41.7% | +25.8% |
| YTD | +88.2% | -4.3% | +92.6% | +88.6% |
| 1Y | +74.8% | -13.1% | +87.9% | +77.0% |
| All | +104.3% | +20.3% | +84.0% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 3y: compounded portfolio wealth divided by compounded TW 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…
3y analysis · Full analysis span regression · 6 months rolling