+542.7%
PBR vs ET
+241.8%
+300.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +20.6% |
| 3M | +19.6% | +16.8% | +2.8% | +8.4% |
| 6M | +16.5% | +18.9% | -2.4% | +4.2% |
| YTD | +86.7% | +37.7% | +49.0% | +52.4% |
| 1Y | +74.7% | +32.4% | +42.3% | +46.0% |
| 3Y | +102.6% | +99.5% | +3.1% | +25.9% |
| All | +542.7% | +241.8% | +300.9% | +178.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling