+513.6%
EWT vs PBF
+374.8%
+138.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.7% |
| 7D | -1.1% | +5.3% | -6.5% | -1.6% |
| 30D | +4.5% | +11.7% | -7.3% | +3.3% |
| 3M | +8.3% | +91.1% | -82.8% | +1.7% |
| 6M | +54.2% | +88.4% | -34.2% | +44.0% |
| YTD | +74.6% | +194.1% | -119.5% | +55.0% |
| 1Y | +84.9% | +180.4% | -95.5% | +64.2% |
| 3Y | +197.5% | +59.3% | +138.2% | +172.1% |
| 5Y | +150.6% | +816.3% | -665.7% | +85.7% |
| All | +513.6% | +374.8% | +138.8% | +362.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling