+589.4%
SE vs PBR
+580.9%
+8.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.6% |
| 7D | -6.1% | +8.6% | -14.7% | -7.4% |
| 30D | -2.5% | +12.8% | -15.3% | -4.5% |
| 3M | +21.7% | +14.7% | +7.0% | +18.5% |
| 6M | +27.0% | +25.2% | +1.8% | +20.9% |
| YTD | -12.1% | +77.1% | -89.3% | -21.5% |
| 1Y | -40.9% | +69.6% | -110.5% | -47.0% |
| 3Y | +191.0% | +95.6% | +95.4% | +151.5% |
| 5Y | -68.3% | +501.8% | -570.0% | -79.1% |
| All | +589.4% | +580.9% | +8.5% | +320.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling