+641.3%
EWT vs PBF
+303.9%
+337.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.0% |
| 7D | +4.0% | +4.3% | -0.3% | +3.6% |
| 30D | +10.3% | +22.0% | -11.7% | +8.2% |
| 3M | +6.1% | +74.5% | -68.4% | +0.2% |
| 6M | +56.6% | +67.7% | -11.0% | +47.2% |
| YTD | +76.6% | +179.2% | -102.6% | +56.9% |
| 1Y | +97.9% | +170.0% | -72.1% | +75.5% |
| 3Y | +198.0% | +66.4% | +131.6% | +170.5% |
| 5Y | +151.8% | +764.5% | -612.7% | +85.7% |
| 10Y | +514.1% | +358.5% | +155.6% | +328.0% |
| All | +641.3% | +303.9% | +337.4% | +394.8% |
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