-25.8%
TE vs PBR
+74.7%
-100.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -7.0% | +3.4% | -3.2% |
| 7D | +3.8% | -11.0% | +14.8% | +4.4% |
| 30D | -26.2% | -18.8% | -7.5% | -25.1% |
| 3M | -49.7% | +7.8% | -57.6% | -49.9% |
| 6M | -46.5% | -7.6% | -38.9% | -44.4% |
| YTD | -59.1% | +72.7% | -131.8% | -65.1% |
| 1Y | -25.8% | +72.9% | -98.8% | -41.8% |
| All | -25.8% | +74.7% | -100.5% | -41.8% |
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