+228.2%
TER vs PBR
+566.8%
-338.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +3.0% |
| 7D | +12.4% | +0.3% | +12.0% | +12.3% |
| 30D | +5.1% | +17.5% | -12.4% | +2.2% |
| 3M | +4.0% | +20.9% | -16.9% | +0.5% |
| 6M | +29.5% | +20.2% | +9.3% | +23.8% |
| YTD | +98.5% | +84.3% | +14.2% | +74.1% |
| 1Y | +234.1% | +77.1% | +157.0% | +194.8% |
| 3Y | +289.0% | +100.8% | +188.2% | +233.3% |
| 5Y | +228.2% | +556.1% | -327.9% | +133.4% |
| All | +228.2% | +566.8% | -338.7% | +133.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling