+16.9%
TPR vs PBR
+70.4%
-53.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.6% |
| 7D | -2.7% | +8.6% | -11.3% | -1.4% |
| 30D | -23.3% | +12.8% | -36.1% | -21.8% |
| 3M | -12.8% | +14.7% | -27.5% | -10.9% |
| 6M | -21.7% | +25.2% | -46.9% | -21.0% |
| YTD | -3.9% | +77.1% | -81.0% | -7.5% |
| 1Y | +16.9% | +69.6% | -52.7% | +10.6% |
| All | +16.9% | +70.4% | -53.5% | +10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling