+662.0%
PBR vs EL
+26.1%
+635.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | +5.4% | -6.5% | +11.9% | +7.3% |
| 30D | +22.9% | +11.1% | +11.7% | +18.4% |
| 3M | +19.6% | +10.7% | +8.9% | +14.9% |
| 6M | +16.5% | +6.9% | +9.6% | +11.3% |
| YTD | +86.7% | -6.3% | +92.9% | +83.2% |
| 1Y | +74.7% | +13.5% | +61.2% | +58.6% |
| 3Y | +102.6% | -33.1% | +135.6% | +107.9% |
| 5Y | +566.6% | -68.8% | +635.3% | +871.7% |
| All | +662.0% | +26.1% | +635.9% | +382.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling