+355.7%
T vs PBR
+1,864.5%
-1,508.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -0.9% |
| 7D | -1.5% | +2.5% | -4.0% | -1.9% |
| 30D | +7.6% | +19.4% | -11.8% | +4.6% |
| 3M | +15.3% | +20.8% | -5.5% | +11.7% |
| 6M | -8.5% | +23.5% | -32.0% | -11.9% |
| YTD | +6.8% | +83.4% | -76.6% | -3.5% |
| 1Y | -7.2% | +77.6% | -84.8% | -15.9% |
| 3Y | +108.2% | +99.9% | +8.4% | +82.6% |
| 5Y | +66.1% | +567.7% | -501.7% | +16.1% |
| 10Y | +65.3% | +621.5% | -556.2% | +2.3% |
| All | +355.7% | +1,864.5% | -1,508.7% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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