-29.4%
EW vs PBF
+735.5%
-764.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.3% | -6.8% | -3.5% |
| 7D | -4.4% | +2.4% | -6.8% | -4.4% |
| 30D | -3.3% | +24.9% | -28.2% | -3.2% |
| 3M | +1.0% | +81.9% | -80.8% | +1.6% |
| 6M | +6.2% | +79.4% | -73.1% | +6.9% |
| YTD | +1.7% | +188.3% | -186.6% | +2.4% |
| 1Y | +8.1% | +177.3% | -169.1% | +8.9% |
| 3Y | +17.1% | +56.0% | -38.9% | +17.1% |
| 5Y | -29.4% | +804.0% | -833.4% | -28.7% |
| All | -29.4% | +735.5% | -764.8% | -28.7% |
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