+4,698.3%
EW vs PBR
+1,864.5%
+2,833.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.5% | -7.1% | -4.0% |
| 7D | -4.4% | +2.5% | -6.9% | -4.7% |
| 30D | -3.3% | +19.4% | -22.7% | -5.4% |
| 3M | +1.0% | +20.8% | -19.8% | -1.5% |
| 6M | +6.2% | +23.5% | -17.3% | +3.0% |
| YTD | +1.7% | +83.4% | -81.7% | -6.1% |
| 1Y | +8.1% | +77.6% | -69.4% | 0.0% |
| 3Y | +17.1% | +99.9% | -82.8% | +5.4% |
| 5Y | -29.4% | +567.7% | -597.1% | -46.9% |
| 10Y | +121.7% | +621.5% | -499.8% | +52.5% |
| All | +4,698.3% | +1,864.5% | +2,833.9% | +2,461.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling