+199.8%
EWT vs PBF
+55.5%
+144.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +2.1% | +1.4% | +0.8% | +2.1% |
| 30D | +9.4% | +15.8% | -6.5% | +8.5% |
| 3M | +10.9% | +90.3% | -79.4% | +7.0% |
| 6M | +57.9% | +102.8% | -44.9% | +49.9% |
| YTD | +75.9% | +187.3% | -111.4% | +59.6% |
| 1Y | +89.7% | +161.8% | -72.1% | +73.0% |
| All | +199.8% | +55.5% | +144.3% | +164.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling