-14.6%
EW vs PBF
+407.6%
-422.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.3% |
| 7D | +11.0% | -13.8% | +24.8% | +10.9% |
| 30D | +19.1% | -19.6% | +38.7% | +18.8% |
| 3M | +14.4% | +10.3% | +4.1% | +14.4% |
| 6M | +22.8% | +63.4% | -40.7% | +23.2% |
| YTD | +19.8% | +152.6% | -132.8% | +20.2% |
| 1Y | +23.9% | +87.4% | -63.5% | +24.4% |
| 3Y | +52.2% | +63.3% | -11.0% | +51.5% |
| All | -14.6% | +407.6% | -422.2% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling