+7,716.5%
TPR vs PBR
+1,474.1%
+6,242.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.5% |
| 7D | -2.3% | +8.6% | -10.9% | -4.5% |
| 30D | -23.0% | +12.8% | -35.8% | -25.6% |
| 3M | -12.5% | +14.7% | -27.1% | -16.2% |
| 6M | -21.4% | +25.2% | -46.6% | -27.2% |
| YTD | -3.5% | +77.1% | -80.7% | -19.0% |
| 1Y | +17.4% | +69.6% | -52.2% | -0.6% |
| 3Y | +291.3% | +95.6% | +195.7% | +212.5% |
| 5Y | +241.9% | +501.8% | -259.8% | +90.2% |
| 10Y | +322.7% | +640.6% | -317.9% | +97.7% |
| All | +7,716.5% | +1,474.1% | +6,242.3% | +2,307.7% |
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