+668.5%
PBR vs ES
+83.3%
+585.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.2% | +2.9% |
| 7D | +4.2% | -3.5% | +7.7% | +5.5% |
| 30D | +22.7% | -3.0% | +25.7% | +23.9% |
| 3M | +21.5% | -0.3% | +21.8% | +21.1% |
| 6M | +24.0% | -5.2% | +29.2% | +25.5% |
| YTD | +88.2% | +4.8% | +83.5% | +83.5% |
| 1Y | +74.8% | +12.7% | +62.1% | +64.6% |
| 3Y | +105.1% | +27.5% | +77.6% | +80.4% |
| 5Y | +572.2% | -4.7% | +576.9% | +554.2% |
| All | +668.5% | +83.3% | +585.2% | +522.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ES 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling