+236.1%
EW vs PBF
+231.7%
+4.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.2% | +4.6% | -0.4% |
| 7D | +9.3% | -15.3% | +24.6% | +10.2% |
| 30D | +22.1% | -21.8% | +43.9% | +23.6% |
| 3M | +13.0% | -0.2% | +13.2% | +12.6% |
| 6M | +30.1% | +63.6% | -33.5% | +25.5% |
| YTD | +22.0% | +147.5% | -125.5% | +13.9% |
| 1Y | +23.7% | +69.8% | -46.1% | +18.2% |
| 3Y | +62.0% | +65.3% | -3.3% | +52.0% |
| 5Y | -12.4% | +393.4% | -405.8% | -27.7% |
| 10Y | +236.1% | +240.3% | -4.2% | +168.2% |
| All | +236.1% | +231.7% | +4.3% | +168.2% |
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