+131.2%
TLT vs PBR
+3,351.4%
-3,220.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | +0.2% |
| 7D | +0.4% | +2.5% | -2.1% | +0.6% |
| 30D | -0.3% | +19.4% | -19.7% | +0.8% |
| 3M | -1.7% | +20.8% | -22.5% | -0.5% |
| 6M | -4.9% | +23.5% | -28.4% | -3.5% |
| YTD | -2.8% | +83.4% | -86.2% | +1.0% |
| 1Y | -4.2% | +77.6% | -81.8% | -0.6% |
| 3Y | -1.1% | +99.9% | -100.9% | +3.8% |
| 5Y | -33.7% | +567.7% | -601.4% | -23.9% |
| 10Y | -20.7% | +621.5% | -642.2% | -3.7% |
| All | +131.2% | +3,351.4% | -3,220.2% | +206.6% |
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