+179.3%
EXE vs PBR
+599.5%
-420.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -0.6% |
| 7D | -1.8% | +2.5% | -4.2% | -2.5% |
| 30D | +6.4% | +19.4% | -13.0% | +1.4% |
| 3M | +9.2% | +20.8% | -11.5% | +3.6% |
| 6M | -7.0% | +23.5% | -30.5% | -12.5% |
| YTD | -9.5% | +83.4% | -92.9% | -23.6% |
| 1Y | +6.2% | +77.6% | -71.3% | -9.8% |
| 3Y | +20.7% | +99.9% | -79.1% | -2.7% |
| 5Y | +103.6% | +567.7% | -464.1% | +17.5% |
| All | +179.3% | +599.5% | -420.2% | +59.7% |
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 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