+587.0%
PBR vs EFV
+256.4%
+330.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +4.5% |
| 7D | +2.5% | +1.0% | +1.5% | +1.0% |
| 30D | +19.4% | +0.2% | +19.2% | +18.9% |
| 3M | +20.8% | +9.6% | +11.2% | +5.6% |
| 6M | +23.5% | +14.0% | +9.4% | +0.5% |
| YTD | +83.4% | +18.5% | +64.9% | +40.8% |
| 1Y | +77.6% | +27.9% | +49.7% | +22.0% |
| 3Y | +99.9% | +92.4% | +7.4% | -25.2% |
| 5Y | +567.7% | +97.2% | +470.5% | +134.3% |
| 10Y | +621.5% | +163.0% | +458.5% | +92.5% |
| All | +587.0% | +256.4% | +330.7% | +45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling