+184.3%
SE vs PBR
+97.2%
+87.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.1% |
| 7D | -3.6% | +0.3% | -4.0% | -3.7% |
| 30D | -5.3% | +17.5% | -22.8% | -6.2% |
| 3M | +28.1% | +20.9% | +7.2% | +26.3% |
| 6M | +20.7% | +20.2% | +0.4% | +17.8% |
| YTD | -14.8% | +84.3% | -99.1% | -23.1% |
| 1Y | -43.6% | +77.1% | -120.7% | -48.9% |
| All | +184.3% | +97.2% | +87.1% | +144.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling