+190.8%
EQT vs PBR
+552.2%
-361.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | -2.0% | +5.4% | -7.4% | -3.5% |
| 30D | 0.0% | +22.9% | -22.9% | -5.9% |
| 3M | +5.9% | +19.6% | -13.7% | +0.3% |
| 6M | -14.8% | +16.5% | -31.3% | -19.0% |
| YTD | +1.8% | +86.7% | -84.9% | -16.2% |
| 1Y | +7.4% | +74.7% | -67.4% | -10.0% |
| 3Y | +33.6% | +102.6% | -69.0% | +4.9% |
| All | +190.8% | +552.2% | -361.4% | +30.6% |
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