+72.9%
PBR vs EFV
+25.8%
+47.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.1% | -10.1% | -6.6% |
| 7D | -11.0% | +2.9% | -13.9% | -10.7% |
| 30D | -18.8% | +3.6% | -22.3% | -18.5% |
| 3M | +7.8% | -0.1% | +7.9% | +8.2% |
| 6M | -7.6% | +9.6% | -17.2% | -8.2% |
| YTD | +72.7% | +17.0% | +55.7% | +62.8% |
| 1Y | +72.9% | +25.7% | +47.3% | +57.8% |
| All | +72.9% | +25.8% | +47.1% | +57.8% |
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