+9.4%
TPR vs PBR
+76.4%
-67.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.2% |
| 7D | -7.3% | +0.3% | -7.6% | -7.2% |
| 30D | -30.7% | +17.5% | -48.3% | -28.9% |
| 3M | -21.6% | +20.9% | -42.5% | -19.2% |
| 6M | -21.3% | +20.2% | -41.6% | -19.9% |
| YTD | -10.2% | +84.3% | -94.5% | -12.9% |
| All | +9.4% | +76.4% | -67.0% | +4.8% |
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 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