+153.2%
ECL vs PBF
+354.3%
-201.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.7% | -0.7% |
| 7D | -0.8% | +2.4% | -3.1% | -1.0% |
| 30D | -2.5% | +24.9% | -27.3% | -4.4% |
| 3M | +8.3% | +81.9% | -73.5% | +2.2% |
| 6M | -1.1% | +79.4% | -80.5% | -7.3% |
| YTD | +6.5% | +188.3% | -181.8% | -5.1% |
| 1Y | +2.1% | +177.3% | -175.2% | -9.3% |
| 3Y | +57.6% | +56.0% | +1.6% | +44.8% |
| 5Y | +28.1% | +804.0% | -776.0% | -10.5% |
| 10Y | +153.2% | +334.1% | -180.9% | +63.4% |
| All | +153.2% | +354.3% | -201.1% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 10y: compounded portfolio wealth divided by compounded PBF 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…
10y analysis · Full analysis span regression · 6 months rolling