-40.9%
SE vs PBR
+70.4%
-111.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -1.4% |
| 7D | -6.1% | +8.6% | -14.7% | -3.9% |
| 30D | -2.5% | +12.8% | -15.3% | +0.9% |
| 3M | +21.7% | +14.7% | +7.0% | +26.7% |
| 6M | +27.0% | +25.2% | +1.8% | +31.3% |
| YTD | -12.1% | +77.1% | -89.3% | -3.3% |
| 1Y | -40.9% | +69.6% | -110.5% | -36.3% |
| All | -40.9% | +70.4% | -111.3% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling