+453.0%
PBR vs EL
-65.5%
+518.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.7% |
| 7D | -3.7% | +2.7% | -6.4% | -4.0% |
| 30D | -29.0% | +10.8% | -39.8% | -29.8% |
| 3M | +4.9% | +26.5% | -21.6% | +2.1% |
| 6M | -8.4% | +31.1% | -39.5% | -11.4% |
| YTD | +59.4% | +6.6% | +52.7% | +57.0% |
| 1Y | +45.5% | +21.8% | +23.7% | +40.3% |
| 3Y | +67.4% | +1.8% | +65.6% | +57.7% |
| 5Y | +453.0% | -65.6% | +518.6% | +573.4% |
| All | +453.0% | -65.5% | +518.5% | +573.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling