+1,573.8%
PBR vs EL
+529.4%
+1,044.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.0% | -4.9% | -3.0% |
| 7D | +8.6% | +0.8% | +7.8% | +8.1% |
| 30D | +12.8% | +19.8% | -7.0% | +4.2% |
| 3M | +14.7% | +25.7% | -11.0% | +3.4% |
| 6M | +25.2% | +5.4% | +19.7% | +18.0% |
| YTD | +77.1% | +0.2% | +76.9% | +67.4% |
| 1Y | +69.6% | +20.4% | +49.1% | +46.2% |
| 3Y | +95.6% | -32.1% | +127.7% | +94.5% |
| 5Y | +501.8% | -67.2% | +568.9% | +701.5% |
| 10Y | +640.6% | +31.7% | +608.8% | +388.0% |
| All | +1,573.8% | +529.4% | +1,044.4% | +375.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling