+621.1%
EWT vs PBR
+1,899.4%
-1,278.2%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.7% | +2.0% |
| 7D | -1.1% | +5.4% | -6.5% | -2.4% |
| 30D | +4.5% | +22.9% | -18.4% | -0.7% |
| 3M | +8.3% | +19.6% | -11.4% | +3.2% |
| 6M | +54.2% | +16.5% | +37.8% | +47.1% |
| YTD | +74.6% | +86.7% | -12.1% | +48.3% |
| 1Y | +84.9% | +74.7% | +10.2% | +59.2% |
| 3Y | +197.5% | +102.6% | +95.0% | +142.8% |
| 5Y | +150.6% | +566.6% | -416.0% | +45.0% |
| 10Y | +516.1% | +686.1% | -170.0% | +187.0% |
| All | +621.1% | +1,899.4% | -1,278.2% | +94.3% |
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