+49.5%
EQT vs PBR
+703.7%
-654.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.5% | 0.0% |
| 7D | -1.2% | +4.2% | -5.4% | -2.3% |
| 30D | +1.1% | +22.7% | -21.7% | -4.7% |
| 3M | +4.8% | +21.5% | -16.7% | -1.1% |
| 6M | -10.6% | +24.0% | -34.6% | -16.4% |
| YTD | +3.4% | +88.2% | -84.8% | -14.2% |
| 1Y | +8.7% | +74.8% | -66.1% | -8.2% |
| 3Y | +35.0% | +105.1% | -70.2% | +7.1% |
| 5Y | +204.2% | +572.2% | -368.0% | +65.4% |
| All | +49.5% | +703.7% | -654.2% | -35.4% |
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