+567.7%
PBR vs ES
-2.9%
+570.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.4% |
| 7D | +2.5% | +1.4% | +1.1% | +2.2% |
| 30D | +19.4% | -1.2% | +20.5% | +19.6% |
| 3M | +20.8% | +5.0% | +15.8% | +19.2% |
| 6M | +23.5% | -2.8% | +26.3% | +23.8% |
| YTD | +83.4% | +8.6% | +74.8% | +79.1% |
| 1Y | +77.6% | +18.9% | +58.6% | +68.9% |
| 3Y | +99.9% | +32.1% | +67.7% | +82.6% |
| 5Y | +567.7% | -5.1% | +572.8% | +546.5% |
| All | +567.7% | -2.9% | +570.6% | +546.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling