+69.6%
PBR vs ED
+12.4%
+57.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.7% |
| 7D | +8.6% | -0.2% | +8.8% | +8.6% |
| 30D | +12.8% | -0.1% | +12.9% | +12.8% |
| 3M | +14.7% | +3.9% | +10.7% | +13.5% |
| 6M | +25.2% | -3.0% | +28.2% | +25.5% |
| YTD | +77.1% | +10.7% | +66.5% | +74.4% |
| 1Y | +69.6% | +13.3% | +56.2% | +64.8% |
| All | +69.6% | +12.4% | +57.1% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling