-29.3%
EW vs PBR
+552.2%
-581.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -1.9% | -2.8% |
| 7D | -6.2% | +5.4% | -11.5% | -6.2% |
| 30D | -9.3% | +22.9% | -32.2% | -9.7% |
| 3M | -1.6% | +19.6% | -21.3% | -1.9% |
| 6M | -0.8% | +16.5% | -17.3% | -1.3% |
| YTD | -1.0% | +86.7% | -87.7% | -3.1% |
| 1Y | +8.2% | +74.7% | -66.6% | +6.1% |
| 3Y | +12.7% | +102.6% | -89.9% | +9.1% |
| All | -29.3% | +552.2% | -581.5% | -34.5% |
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