+307.1%
TPR vs PBR
+703.7%
-396.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.3% |
| 7D | -5.1% | +4.2% | -9.4% | -6.3% |
| 30D | -27.6% | +22.7% | -50.3% | -32.0% |
| 3M | -17.5% | +21.5% | -39.0% | -22.7% |
| 6M | -21.3% | +24.0% | -45.3% | -27.5% |
| YTD | -8.5% | +88.2% | -96.7% | -26.3% |
| 1Y | +11.5% | +74.8% | -63.4% | -8.5% |
| 3Y | +288.0% | +105.1% | +182.9% | +195.2% |
| 5Y | +225.2% | +572.2% | -347.1% | +54.6% |
| All | +307.1% | +703.7% | -396.7% | +67.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling