+72.9%
PBR vs EL
+25.6%
+47.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +6.3% | -13.3% | -6.3% |
| 7D | -11.0% | +2.5% | -13.5% | -10.6% |
| 30D | -18.8% | +20.1% | -38.9% | -17.2% |
| 3M | +7.8% | +29.3% | -21.4% | +10.7% |
| 6M | -7.6% | +38.8% | -46.3% | -3.9% |
| YTD | +72.7% | +8.1% | +64.6% | +80.6% |
| 1Y | +72.9% | +22.3% | +50.6% | +81.8% |
| All | +72.9% | +25.6% | +47.3% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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