+84.9%
EWT vs PBF
+184.8%
-99.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.9% |
| 7D | -1.1% | +5.3% | -6.5% | -1.0% |
| 30D | +4.5% | +11.7% | -7.3% | +4.9% |
| 3M | +8.3% | +91.1% | -82.8% | +12.2% |
| 6M | +54.2% | +88.4% | -34.2% | +58.7% |
| YTD | +74.6% | +194.1% | -119.5% | +72.8% |
| 1Y | +84.9% | +180.4% | -95.5% | +83.7% |
| All | +84.9% | +184.8% | -99.9% | +83.7% |
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