+202.3%
ECL vs PBF
+260.7%
-58.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.6% |
| 7D | +2.9% | +6.5% | -3.6% | +2.3% |
| 30D | +7.5% | -20.0% | +27.5% | +9.3% |
| 3M | +12.2% | -3.3% | +15.6% | +12.0% |
| 6M | +24.6% | +76.8% | -52.2% | +17.1% |
| YTD | +18.8% | +168.9% | -150.2% | +5.9% |
| 1Y | +19.3% | +96.4% | -77.0% | +9.6% |
| 3Y | +78.2% | +77.2% | +1.0% | +60.6% |
| 5Y | +38.8% | +417.7% | -378.9% | +4.3% |
| All | +202.3% | +260.7% | -58.5% | +96.9% |
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