+69.6%
PBR vs EFV
+30.7%
+38.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +8.6% | +1.5% | +7.1% | +8.4% |
| 30D | +12.8% | +1.7% | +11.1% | +12.6% |
| 3M | +14.7% | +8.6% | +6.0% | +13.2% |
| 6M | +25.2% | +11.7% | +13.5% | +22.8% |
| YTD | +77.1% | +19.3% | +57.9% | +65.0% |
| 1Y | +69.6% | +30.2% | +39.4% | +50.8% |
| All | +69.6% | +30.7% | +38.9% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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