+341.2%
PBR vs ET
+1,438.5%
-1,097.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.4% |
| 7D | +5.4% | +0.2% | +5.1% | +5.2% |
| 30D | +22.9% | +2.9% | +20.0% | +20.9% |
| 3M | +19.6% | +16.8% | +2.8% | +9.8% |
| 6M | +16.5% | +18.9% | -2.4% | +5.8% |
| YTD | +86.7% | +37.7% | +49.0% | +56.4% |
| 1Y | +74.7% | +32.4% | +42.3% | +49.5% |
| 3Y | +102.6% | +99.5% | +3.1% | +36.7% |
| 5Y | +566.6% | +244.0% | +322.6% | +230.3% |
| 10Y | +686.1% | +172.1% | +514.0% | +308.2% |
| All | +341.2% | +1,438.5% | -1,097.3% | -67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling