+271.2%
EW vs PBF
+260.7%
+10.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.3% |
| 7D | +4.9% | +6.5% | -1.6% | +4.5% |
| 30D | +23.9% | -20.0% | +43.9% | +25.3% |
| 3M | +15.8% | -3.3% | +19.1% | +15.6% |
| 6M | +31.7% | +76.8% | -45.2% | +26.5% |
| YTD | +25.7% | +168.9% | -143.3% | +16.7% |
| 1Y | +24.4% | +96.4% | -71.9% | +17.8% |
| 3Y | +65.9% | +77.2% | -11.3% | +55.0% |
| 5Y | -7.6% | +417.7% | -425.4% | -24.0% |
| All | +271.2% | +260.7% | +10.5% | +195.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 10y: compounded portfolio wealth divided by compounded PBF 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…
10y analysis · Full analysis span regression · 6 months rolling