+359.5%
ECL vs PBF
+303.9%
+55.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | -2.6% | +4.3% | -6.9% | -3.0% |
| 30D | -2.2% | +22.0% | -24.1% | -4.1% |
| 3M | +10.1% | +74.5% | -64.4% | +3.7% |
| 6M | -5.7% | +67.7% | -73.4% | -11.6% |
| YTD | +7.0% | +179.2% | -172.2% | -5.4% |
| 1Y | +2.7% | +170.0% | -167.3% | -9.5% |
| 3Y | +57.7% | +66.4% | -8.7% | +42.5% |
| 5Y | +31.1% | +764.5% | -733.4% | -9.6% |
| 10Y | +150.9% | +358.5% | -207.6% | +54.6% |
| All | +359.5% | +303.9% | +55.6% | +176.4% |
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 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