+577.2%
EW vs PBF
+265.5%
+311.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.4% |
| 7D | +11.0% | -13.8% | +24.8% | +12.0% |
| 30D | +19.1% | -19.6% | +38.7% | +20.5% |
| 3M | +14.4% | +10.3% | +4.1% | +13.2% |
| 6M | +22.8% | +63.4% | -40.7% | +18.0% |
| YTD | +19.8% | +152.6% | -132.8% | +10.9% |
| 1Y | +23.9% | +87.4% | -63.5% | +17.0% |
| 3Y | +52.2% | +63.3% | -11.0% | +42.2% |
| 5Y | -13.9% | +412.5% | -426.4% | -30.0% |
| 10Y | +241.9% | +282.5% | -40.6% | +155.1% |
| All | +577.2% | +265.5% | +311.8% | +415.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling