-48.8%
SE vs PBR
+74.7%
-123.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -7.0% | +11.4% | +3.0% |
| 7D | +6.7% | -11.0% | +17.6% | +4.3% |
| 30D | -17.2% | -18.8% | +1.6% | -20.0% |
| 3M | -28.0% | +7.8% | -35.9% | -24.6% |
| 6M | -6.1% | -7.6% | +1.5% | -3.7% |
| YTD | -37.1% | +72.7% | -109.8% | -26.7% |
| 1Y | -48.8% | +72.9% | -121.7% | -39.6% |
| All | -48.8% | +74.7% | -123.5% | -39.6% |
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