+668.5%
PBR vs EAT
+379.9%
+288.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.4% | +2.2% |
| 7D | +4.2% | -6.2% | +10.4% | +5.8% |
| 30D | +22.7% | -3.0% | +25.8% | +23.1% |
| 3M | +21.5% | +45.6% | -24.1% | +9.5% |
| 6M | +24.0% | +53.5% | -29.6% | +8.6% |
| YTD | +88.2% | +49.6% | +38.7% | +64.8% |
| 1Y | +74.8% | +38.9% | +35.9% | +54.4% |
| 3Y | +105.1% | +589.7% | -484.5% | +7.4% |
| 5Y | +572.2% | +318.7% | +253.6% | +276.6% |
| All | +668.5% | +379.9% | +288.6% | +184.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling