+396.0%
ECL vs PBF
+265.5%
+130.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.5% |
| 7D | -0.8% | -13.8% | +13.0% | +0.5% |
| 30D | +8.1% | -19.6% | +27.7% | +10.1% |
| 3M | +6.4% | +10.3% | -3.9% | +4.8% |
| 6M | +14.8% | +63.4% | -48.7% | +8.2% |
| YTD | +15.5% | +152.6% | -137.2% | +2.7% |
| 1Y | +20.1% | +87.4% | -67.2% | +10.0% |
| 3Y | +77.8% | +63.3% | +14.5% | +60.2% |
| 5Y | +37.9% | +412.5% | -374.6% | +2.1% |
| 10Y | +202.7% | +282.5% | -79.8% | +90.5% |
| All | +396.0% | +265.5% | +130.6% | +199.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling