+1,573.8%
PBR vs ES
+624.7%
+949.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.6% |
| 7D | +8.6% | +0.3% | +8.3% | +8.4% |
| 30D | +12.8% | -2.0% | +14.8% | +13.8% |
| 3M | +14.7% | +1.7% | +13.0% | +12.8% |
| 6M | +25.2% | -3.5% | +28.7% | +26.4% |
| YTD | +77.1% | +7.9% | +69.2% | +67.3% |
| 1Y | +69.6% | +17.2% | +52.4% | +50.9% |
| 3Y | +95.6% | +29.3% | +66.3% | +57.9% |
| 5Y | +501.8% | -5.7% | +507.5% | +469.1% |
| 10Y | +640.6% | +85.2% | +555.4% | +313.9% |
| All | +1,573.8% | +624.7% | +949.0% | +276.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling