+543.5%
EWT vs PBF
+289.1%
+254.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.3% | +0.1% |
| 7D | +9.1% | +6.5% | +2.7% | +8.5% |
| 30D | -12.2% | -20.0% | +7.8% | -10.5% |
| 3M | -9.4% | -3.3% | -6.1% | -9.5% |
| 6M | +2.7% | +76.8% | -74.1% | -3.6% |
| YTD | +53.3% | +168.9% | -115.7% | +36.2% |
| 1Y | +59.2% | +96.4% | -37.2% | +45.9% |
| 3Y | +157.1% | +77.2% | +79.9% | +131.5% |
| 5Y | +119.6% | +417.7% | -298.1% | +71.2% |
| 10Y | +446.9% | +264.7% | +182.2% | +290.8% |
| All | +543.5% | +289.1% | +254.4% | +329.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling