+94.6%
PBR vs ES
+32.6%
+62.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.8% |
| 7D | +8.6% | +0.3% | +8.3% | +8.5% |
| 30D | +12.8% | -2.0% | +14.8% | +13.2% |
| 3M | +14.7% | +1.7% | +13.0% | +13.9% |
| 6M | +25.2% | -3.5% | +28.7% | +25.8% |
| YTD | +77.1% | +7.9% | +69.2% | +72.7% |
| 1Y | +69.6% | +17.2% | +52.4% | +60.6% |
| All | +94.6% | +32.6% | +62.0% | +72.6% |
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