+1,425.7%
PBR vs ED
+1,059.2%
+366.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.6% |
| 7D | -1.0% | +2.1% | -3.1% | -2.0% |
| 30D | -29.3% | +10.4% | -39.7% | -32.9% |
| 3M | +5.5% | +12.5% | -7.0% | -1.0% |
| 6M | -2.9% | +14.9% | -17.8% | -10.2% |
| YTD | +61.5% | +24.8% | +36.6% | +42.8% |
| 1Y | +46.9% | +23.8% | +23.0% | +30.2% |
| 3Y | +66.4% | +51.6% | +14.8% | +29.1% |
| 5Y | +460.3% | +86.4% | +373.9% | +278.9% |
| 10Y | +564.6% | +145.4% | +419.2% | +241.6% |
| All | +1,425.7% | +1,059.2% | +366.5% | +261.6% |
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