+91.1%
EXE vs PBR
+552.2%
-461.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.8% |
| 7D | -3.1% | +5.4% | -8.5% | -4.7% |
| 30D | -0.9% | +22.9% | -23.8% | -7.2% |
| 3M | +9.6% | +19.6% | -10.1% | +3.3% |
| 6M | -11.6% | +16.5% | -28.1% | -16.3% |
| YTD | -12.6% | +86.7% | -99.2% | -28.9% |
| 1Y | +1.2% | +74.7% | -73.5% | -16.2% |
| 3Y | +18.0% | +102.6% | -84.5% | -9.6% |
| All | +91.1% | +552.2% | -461.1% | -24.0% |
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