+74.7%
PBR vs EL
+12.6%
+62.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.8% |
| 7D | +5.4% | -6.5% | +11.9% | +4.8% |
| 30D | +22.9% | +11.1% | +11.7% | +23.8% |
| 3M | +19.6% | +10.7% | +8.9% | +20.8% |
| 6M | +16.5% | +6.9% | +9.6% | +18.9% |
| YTD | +86.7% | -6.3% | +92.9% | +90.4% |
| 1Y | +74.7% | +13.5% | +61.2% | +75.4% |
| All | +74.7% | +12.6% | +62.1% | +75.4% |
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