+553.4%
SE vs PBR
+617.4%
-64.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | -5.2% | +5.4% | -10.6% | -6.0% |
| 30D | -17.1% | +22.9% | -39.9% | -19.9% |
| 3M | +24.0% | +19.6% | +4.3% | +19.9% |
| 6M | +21.0% | +16.5% | +4.5% | +16.9% |
| YTD | -16.7% | +86.7% | -103.4% | -26.2% |
| 1Y | -45.9% | +74.7% | -120.6% | -51.7% |
| 3Y | +177.8% | +102.6% | +75.3% | +138.8% |
| 5Y | -67.4% | +566.6% | -633.9% | -78.9% |
| All | +553.4% | +617.4% | -64.0% | +294.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling