+1,405.7%
PBR vs ED
+1,043.4%
+362.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.4% | +1.5% |
| 7D | -3.7% | -1.7% | -2.0% | -2.9% |
| 30D | -29.0% | +10.7% | -39.7% | -32.8% |
| 3M | +4.9% | +11.6% | -6.7% | -1.2% |
| 6M | -8.4% | +13.5% | -21.9% | -14.8% |
| YTD | +59.4% | +23.1% | +36.2% | +41.9% |
| 1Y | +45.5% | +23.1% | +22.4% | +29.4% |
| 3Y | +67.4% | +47.9% | +19.5% | +31.5% |
| 5Y | +453.0% | +83.9% | +369.1% | +276.5% |
| 10Y | +555.9% | +142.1% | +413.9% | +239.4% |
| All | +1,405.7% | +1,043.4% | +362.4% | +259.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling