+1,420.7%
PBR vs ES
+618.5%
+802.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -13.3% | +0.9% | -14.1% | -13.9% |
| 30D | -27.7% | +5.9% | -33.7% | -30.2% |
| 3M | +2.7% | -1.0% | +3.7% | +2.6% |
| 6M | -6.7% | +7.2% | -13.9% | -11.5% |
| YTD | +60.9% | +7.0% | +54.0% | +52.0% |
| 1Y | +46.6% | +0.5% | +46.1% | +42.5% |
| 3Y | +69.1% | +48.7% | +20.4% | +25.4% |
| 5Y | +469.6% | +1.9% | +467.7% | +411.6% |
| 10Y | +523.4% | +89.2% | +434.2% | +239.9% |
| All | +1,420.7% | +618.5% | +802.2% | +242.0% |
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