+102.6%
PBR vs ET
+96.2%
+6.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.3% |
| 7D | +5.4% | +0.2% | +5.1% | +5.2% |
| 30D | +22.9% | +2.9% | +20.0% | +20.7% |
| 3M | +19.6% | +16.8% | +2.8% | +8.8% |
| 6M | +16.5% | +18.9% | -2.4% | +4.7% |
| YTD | +86.7% | +37.7% | +49.0% | +53.9% |
| 1Y | +74.7% | +32.4% | +42.3% | +47.3% |
| 3Y | +102.6% | +99.5% | +3.1% | +11.7% |
| All | +102.6% | +96.2% | +6.4% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 3y: compounded portfolio wealth divided by compounded ET 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…
3y analysis · Full analysis span regression · 6 months rolling