+8,387.8%
TPR vs PBR
+1,316.1%
+7,071.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.9% |
| 7D | -1.1% | -3.7% | +2.6% | -0.2% |
| 30D | +15.1% | -29.0% | +44.1% | +25.0% |
| 3M | -13.4% | +4.9% | -18.3% | -15.8% |
| 6M | +1.4% | -8.4% | +9.8% | +1.6% |
| YTD | +4.8% | +59.4% | -54.6% | -10.7% |
| 1Y | +29.2% | +45.5% | -16.3% | +12.7% |
| 3Y | +403.7% | +67.4% | +336.3% | +314.9% |
| 5Y | +230.8% | +453.0% | -222.2% | +86.5% |
| 10Y | +369.2% | +555.9% | -186.7% | +125.3% |
| All | +8,387.8% | +1,316.1% | +7,071.7% | +2,554.1% |
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