+1,573.8%
PBR vs ED
+927.8%
+646.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.2% |
| 7D | +8.6% | -0.2% | +8.8% | +8.7% |
| 30D | +12.8% | -0.1% | +12.9% | +12.8% |
| 3M | +14.7% | +3.9% | +10.7% | +12.0% |
| 6M | +25.2% | -3.0% | +28.2% | +26.6% |
| YTD | +77.1% | +10.7% | +66.5% | +67.1% |
| 1Y | +69.6% | +13.3% | +56.2% | +57.4% |
| 3Y | +95.6% | +34.5% | +61.1% | +61.6% |
| 5Y | +501.8% | +67.1% | +434.6% | +329.6% |
| 10Y | +640.6% | +103.0% | +537.5% | +327.4% |
| All | +1,573.8% | +927.8% | +646.0% | +323.2% |
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