+20.2%
PBR vs EFV
+14.9%
+5.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.3% |
| 7D | +0.3% | -0.5% | +0.8% | +0.2% |
| 30D | +17.5% | 0.0% | +17.5% | +17.5% |
| 3M | +20.9% | +8.4% | +12.5% | +21.6% |
| 6M | +20.2% | +12.3% | +7.9% | +20.6% |
| All | +20.2% | +14.9% | +5.4% | +20.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling