-0.9%
TLT vs PBR
+97.2%
-98.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | -0.3% | +0.3% | -0.6% | -0.3% |
| 30D | 0.0% | +17.5% | -17.6% | -0.1% |
| 3M | -2.9% | +20.9% | -23.8% | -3.0% |
| 6M | -6.3% | +20.2% | -26.5% | -6.5% |
| YTD | -3.3% | +84.3% | -87.6% | -4.8% |
| 1Y | -4.2% | +77.1% | -81.3% | -5.6% |
| All | -0.9% | +97.2% | -98.1% | -5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling