+66.1%
PBR vs ES
+46.3%
+19.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -0.9% |
| 7D | -16.0% | +1.9% | -17.8% | -16.3% |
| 30D | -22.8% | +7.1% | -29.8% | -23.8% |
| 3M | +3.0% | -1.9% | +4.9% | +3.2% |
| 6M | -8.1% | +4.4% | -12.4% | -9.4% |
| YTD | +63.1% | +7.3% | +55.8% | +59.2% |
| 1Y | +59.3% | +2.1% | +57.1% | +56.8% |
| 3Y | +66.1% | +41.8% | +24.3% | +46.5% |
| All | +66.1% | +46.3% | +19.8% | +46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling