-49.3%
TE vs PBR
+552.2%
-601.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | +0.2% | +5.4% | -5.2% | -1.1% |
| 30D | -5.9% | +22.9% | -28.8% | -11.1% |
| 3M | -45.6% | +19.6% | -65.2% | -48.5% |
| 6M | -43.4% | +16.5% | -59.8% | -46.3% |
| YTD | -31.0% | +86.7% | -117.6% | -42.9% |
| 1Y | +145.2% | +74.7% | +70.5% | +105.7% |
| 3Y | -24.1% | +102.6% | -126.6% | -39.5% |
| All | -49.3% | +552.2% | -601.5% | -67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling