+104.3%
PBR vs EFV
+88.2%
+16.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.4% | +2.3% |
| 7D | +4.2% | -2.0% | +6.2% | +5.4% |
| 30D | +22.7% | -0.2% | +22.9% | +22.8% |
| 3M | +21.5% | +9.1% | +12.4% | +14.9% |
| 6M | +24.0% | +11.7% | +12.3% | +14.6% |
| YTD | +88.2% | +17.0% | +71.2% | +67.1% |
| 1Y | +74.8% | +26.7% | +48.1% | +45.5% |
| All | +104.3% | +88.2% | +16.1% | +19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling