+15.1%
EW vs PBR
+97.2%
-82.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | -5.1% | +0.3% | -5.4% | -5.1% |
| 30D | -6.4% | +17.5% | -23.9% | -6.1% |
| 3M | -1.6% | +20.9% | -22.5% | -1.2% |
| 6M | +2.3% | +20.2% | -18.0% | +2.2% |
| YTD | +1.1% | +84.3% | -83.2% | +0.2% |
| 1Y | +8.0% | +77.1% | -69.1% | +7.0% |
| All | +15.1% | +97.2% | -82.1% | +11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling