+575.8%
PBR vs EL
+62.2%
+513.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.0% |
| 7D | -1.0% | +1.5% | -2.6% | -1.5% |
| 30D | -29.3% | +10.0% | -39.3% | -31.4% |
| 3M | +5.5% | +28.4% | -22.9% | -2.7% |
| 6M | -2.9% | +37.1% | -39.9% | -13.0% |
| YTD | +61.5% | +7.8% | +53.6% | +51.8% |
| 1Y | +46.9% | +26.0% | +20.8% | +30.3% |
| 3Y | +66.4% | +3.8% | +62.6% | +44.3% |
| 5Y | +460.3% | -65.2% | +525.5% | +702.5% |
| All | +575.8% | +62.2% | +513.6% | +326.2% |
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