+634.4%
TER vs PBR
+1,797.5%
-1,163.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.9% | +7.4% | +6.0% |
| 7D | +0.6% | +8.6% | -8.0% | -2.0% |
| 30D | -8.3% | +12.8% | -21.1% | -11.7% |
| 3M | -12.2% | +14.7% | -26.9% | -16.0% |
| 6M | +17.1% | +25.2% | -8.1% | +7.5% |
| YTD | +84.7% | +77.1% | +7.5% | +53.1% |
| 1Y | +199.9% | +69.6% | +130.4% | +151.1% |
| 3Y | +232.8% | +95.6% | +137.2% | +162.2% |
| 5Y | +198.6% | +501.8% | -303.2% | +57.5% |
| 10Y | +1,669.7% | +640.6% | +1,029.2% | +627.9% |
| All | +634.4% | +1,797.5% | -1,163.1% | +52.4% |
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 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