+558.1%
PBR vs EAT
+309.3%
+248.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +0.7% |
| 7D | +0.3% | -6.8% | +7.1% | +0.8% |
| 30D | +17.5% | -5.4% | +22.9% | +17.8% |
| 3M | +20.9% | +42.8% | -21.9% | +17.5% |
| 6M | +20.2% | +56.5% | -36.3% | +15.5% |
| YTD | +84.3% | +50.0% | +34.3% | +77.3% |
| 1Y | +77.1% | +38.3% | +38.8% | +71.4% |
| 3Y | +100.8% | +591.6% | -490.8% | +67.7% |
| All | +558.1% | +309.3% | +248.8% | +443.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling