+24.4%
EW vs PBF
+90.5%
-66.0%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.3% |
| 7D | +4.9% | +6.5% | -1.6% | +5.2% |
| 30D | +23.9% | -20.0% | +43.9% | +22.7% |
| 3M | +15.8% | -3.3% | +19.1% | +15.6% |
| 6M | +31.7% | +76.8% | -45.2% | +36.5% |
| YTD | +25.7% | +168.9% | -143.3% | +32.5% |
| 1Y | +24.4% | +96.4% | -71.9% | +33.3% |
| All | +24.4% | +90.5% | -66.0% | +33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling