+542.7%
PBR vs EFV
+95.9%
+446.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.6% |
| 7D | +5.4% | -0.8% | +6.2% | +5.9% |
| 30D | +22.9% | +0.6% | +22.2% | +22.2% |
| 3M | +19.6% | +7.5% | +12.1% | +13.1% |
| 6M | +16.5% | +13.0% | +3.4% | +5.1% |
| YTD | +86.7% | +18.3% | +68.3% | +61.8% |
| 1Y | +74.7% | +26.7% | +48.0% | +42.9% |
| 3Y | +102.6% | +89.6% | +13.0% | +16.1% |
| All | +542.7% | +95.9% | +446.8% | +267.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling