+1,632.9%
PBR vs ETR
+1,803.3%
-170.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.4% | +2.8% |
| 7D | +2.5% | +1.4% | +1.0% | +1.6% |
| 30D | +19.4% | +1.9% | +17.5% | +17.9% |
| 3M | +20.8% | +1.0% | +19.8% | +19.5% |
| 6M | +23.5% | +4.8% | +18.6% | +18.7% |
| YTD | +83.4% | +19.5% | +63.9% | +62.0% |
| 1Y | +77.6% | +28.1% | +49.5% | +49.8% |
| 3Y | +99.9% | +151.1% | -51.3% | +4.7% |
| 5Y | +567.7% | +125.2% | +442.6% | +262.5% |
| 10Y | +621.5% | +291.1% | +330.4% | +168.1% |
| All | +1,632.9% | +1,803.3% | -170.4% | +366.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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