-34.5%
TLT vs PBR
+459.2%
-493.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -0.4% |
| 7D | -3.1% | -1.0% | -2.1% | -3.1% |
| 30D | +1.0% | -29.3% | +30.3% | +0.8% |
| 3M | -2.7% | +5.5% | -8.2% | -2.7% |
| 6M | -4.1% | -2.9% | -1.3% | -4.2% |
| YTD | -5.4% | +61.5% | -66.8% | -5.6% |
| 1Y | -7.0% | +46.9% | -53.9% | -7.2% |
| 3Y | +2.8% | +66.4% | -63.6% | +2.6% |
| All | -34.5% | +459.2% | -493.8% | -31.2% |
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 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