+55.2%
EWT vs PBF
+120.1%
-64.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.7% | +5.5% | -1.5% |
| 7D | -10.9% | -0.9% | -10.0% | -10.9% |
| 30D | -17.7% | -13.7% | -4.0% | -18.2% |
| 3M | -5.0% | +10.6% | -15.6% | -4.0% |
| 6M | +7.4% | +61.2% | -53.8% | +13.0% |
| YTD | +52.8% | +172.7% | -119.9% | +55.0% |
| 1Y | +55.2% | +111.0% | -55.8% | +62.7% |
| All | +55.2% | +120.1% | -64.9% | +62.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling