+117.8%
EW vs PBR
+697.0%
-579.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -1.9% | -2.7% |
| 7D | -6.2% | +5.4% | -11.5% | -6.8% |
| 30D | -9.3% | +22.9% | -32.2% | -11.6% |
| 3M | -1.6% | +19.6% | -21.3% | -3.9% |
| 6M | -0.8% | +16.5% | -17.3% | -3.2% |
| YTD | -1.0% | +86.7% | -87.7% | -9.2% |
| 1Y | +8.2% | +74.7% | -66.6% | -0.1% |
| 3Y | +12.7% | +102.6% | -89.9% | +0.5% |
| 5Y | -30.2% | +566.6% | -596.8% | -49.8% |
| All | +117.8% | +697.0% | -579.2% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 10y: compounded portfolio wealth divided by compounded PBR 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…
10y analysis · Full analysis span regression · 6 months rolling