+575.8%
PBR vs ES
+98.2%
+477.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.1% |
| 7D | -1.0% | +2.7% | -3.7% | -1.9% |
| 30D | -29.3% | +7.6% | -36.9% | -31.1% |
| 3M | +5.5% | +0.5% | +5.0% | +5.0% |
| 6M | -2.9% | +7.6% | -10.5% | -6.0% |
| YTD | +61.5% | +10.2% | +51.3% | +54.5% |
| 1Y | +46.9% | +1.8% | +45.0% | +44.0% |
| 3Y | +66.4% | +55.4% | +11.1% | +36.4% |
| 5Y | +460.3% | +7.3% | +453.0% | +419.9% |
| All | +575.8% | +98.2% | +477.5% | +571.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling