+21.4%
EW vs PBF
+57.2%
-35.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.1% |
| 7D | -0.3% | +4.3% | -4.6% | -0.3% |
| 30D | +1.0% | +22.0% | -20.9% | +1.5% |
| 3M | +2.8% | +74.5% | -71.7% | +4.3% |
| 6M | +5.5% | +67.7% | -62.2% | +7.2% |
| YTD | +5.5% | +179.2% | -173.7% | +7.8% |
| 1Y | +11.0% | +170.0% | -159.0% | +13.6% |
| All | +21.4% | +57.2% | -35.9% | +13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling