+125.1%
TLT vs PBR
+2,938.8%
-2,813.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -0.3% |
| 7D | -3.1% | -1.0% | -2.1% | -3.2% |
| 30D | +1.0% | -29.3% | +30.3% | -0.9% |
| 3M | -2.7% | +5.5% | -8.2% | -2.2% |
| 6M | -4.1% | -2.9% | -1.3% | -4.0% |
| YTD | -5.4% | +61.5% | -66.8% | -2.3% |
| 1Y | -7.0% | +46.9% | -53.9% | -4.5% |
| 3Y | +2.8% | +66.4% | -63.6% | +6.9% |
| 5Y | -35.4% | +460.3% | -495.7% | -26.5% |
| 10Y | -13.1% | +564.6% | -577.8% | +5.0% |
| All | +125.1% | +2,938.8% | -2,813.7% | +196.8% |
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