+239.1%
TPR vs PBR
+527.8%
-288.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.5% | -7.3% | -4.3% |
| 7D | -3.4% | +2.5% | -5.8% | -3.8% |
| 30D | -27.3% | +19.4% | -46.7% | -29.4% |
| 3M | -16.2% | +20.8% | -37.0% | -19.0% |
| 6M | -17.9% | +23.5% | -41.4% | -21.6% |
| YTD | -7.1% | +83.4% | -90.5% | -18.4% |
| 1Y | +13.6% | +77.6% | -63.9% | +0.2% |
| 3Y | +293.7% | +99.9% | +193.9% | +233.7% |
| 5Y | +239.1% | +567.7% | -328.6% | +100.2% |
| All | +239.1% | +527.8% | -288.7% | +100.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling