+1,573.8%
PBR vs EAT
+2,400.6%
-826.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.1% |
| 7D | +8.6% | 0.0% | +8.6% | +8.6% |
| 30D | +12.8% | +1.9% | +10.9% | +11.8% |
| 3M | +14.7% | +68.7% | -54.0% | -1.3% |
| 6M | +25.2% | +66.9% | -41.7% | +6.4% |
| YTD | +77.1% | +60.4% | +16.7% | +51.2% |
| 1Y | +69.6% | +44.0% | +25.6% | +47.3% |
| 3Y | +95.6% | +604.7% | -509.1% | +1.4% |
| 5Y | +501.8% | +347.0% | +154.7% | +227.3% |
| 10Y | +640.6% | +390.8% | +249.8% | +218.1% |
| All | +1,573.8% | +2,400.6% | -826.8% | +301.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling