+148.6%
TE vs PBR
+70.4%
+78.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.1% |
| 7D | -4.0% | +8.6% | -12.5% | -3.2% |
| 30D | -15.9% | +12.8% | -28.7% | -15.1% |
| 3M | -60.5% | +14.7% | -75.2% | -60.1% |
| 6M | -35.2% | +25.2% | -60.4% | -34.5% |
| YTD | -31.1% | +77.1% | -108.3% | -22.1% |
| 1Y | +148.6% | +69.6% | +79.1% | +189.2% |
| All | +148.6% | +70.4% | +78.3% | +189.2% |
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 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