+496.1%
EW vs PBF
+303.9%
+192.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | -0.3% | +4.3% | -4.6% | -0.6% |
| 30D | +1.0% | +22.0% | -20.9% | -0.3% |
| 3M | +2.8% | +74.5% | -71.7% | -1.2% |
| 6M | +5.5% | +67.7% | -62.2% | +1.2% |
| YTD | +5.5% | +179.2% | -173.7% | -2.6% |
| 1Y | +11.0% | +170.0% | -159.0% | +2.3% |
| 3Y | +17.7% | +66.4% | -48.7% | +10.1% |
| 5Y | -25.7% | +764.5% | -790.2% | -42.6% |
| 10Y | +132.8% | +358.5% | -225.7% | +71.3% |
| All | +496.1% | +303.9% | +192.2% | +351.9% |
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