+157.1%
EWT vs PBF
+80.0%
+77.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.3% | +0.1% |
| 7D | +9.1% | +6.5% | +2.7% | +8.7% |
| 30D | -12.2% | -20.0% | +7.8% | -11.3% |
| 3M | -9.4% | -3.3% | -6.1% | -9.5% |
| 6M | +2.7% | +76.8% | -74.1% | -0.9% |
| YTD | +53.3% | +168.9% | -115.7% | +39.0% |
| 1Y | +59.2% | +96.4% | -37.2% | +49.7% |
| 3Y | +157.1% | +77.2% | +79.9% | +124.1% |
| All | +157.1% | +80.0% | +77.1% | +124.1% |
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