+146.1%
EWT vs PBF
+785.3%
-639.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.3% | -2.6% |
| 7D | -1.1% | +2.3% | -3.4% | -1.3% |
| 30D | +4.8% | +11.6% | -6.8% | +4.0% |
| 3M | +11.1% | +81.7% | -70.6% | +6.4% |
| 6M | +54.6% | +96.4% | -41.8% | +46.0% |
| YTD | +71.4% | +189.5% | -118.0% | +55.2% |
| 1Y | +82.1% | +180.7% | -98.6% | +64.6% |
| 3Y | +193.2% | +56.6% | +136.6% | +169.5% |
| 5Y | +146.1% | +802.0% | -655.9% | +88.1% |
| All | +146.1% | +785.3% | -639.2% | +88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling