+575.8%
PBR vs ED
+147.1%
+428.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.0% |
| 7D | -1.0% | +2.1% | -3.1% | -1.5% |
| 30D | -29.3% | +10.4% | -39.7% | -31.2% |
| 3M | +5.5% | +12.5% | -7.0% | +2.2% |
| 6M | -2.9% | +14.9% | -17.8% | -6.6% |
| YTD | +61.5% | +24.8% | +36.6% | +51.8% |
| 1Y | +46.9% | +23.8% | +23.0% | +38.3% |
| 3Y | +66.4% | +51.6% | +14.8% | +46.3% |
| 5Y | +460.3% | +86.4% | +373.9% | +361.7% |
| All | +575.8% | +147.1% | +428.7% | +494.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling