+69.6%
PBR vs EL
+14.8%
+54.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.0% | -4.9% | -1.6% |
| 7D | +8.6% | +0.8% | +7.8% | +8.7% |
| 30D | +12.8% | +19.8% | -7.0% | +14.4% |
| 3M | +14.7% | +25.7% | -11.0% | +17.0% |
| 6M | +25.2% | +5.4% | +19.7% | +28.6% |
| YTD | +77.1% | +0.2% | +76.9% | +81.9% |
| 1Y | +69.6% | +20.4% | +49.1% | +73.5% |
| All | +69.6% | +14.8% | +54.8% | +73.5% |
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