+406.0%
ECL vs PBF
+277.8%
+128.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.4% | -1.4% | +1.7% |
| 7D | -0.5% | -7.4% | +6.8% | +0.1% |
| 30D | +8.8% | -17.5% | +26.3% | +10.6% |
| 3M | +7.8% | +13.1% | -5.3% | +6.0% |
| 6M | +21.3% | +72.6% | -51.3% | +13.7% |
| YTD | +17.8% | +161.2% | -143.4% | +4.5% |
| 1Y | +21.1% | +93.3% | -72.3% | +10.6% |
| 3Y | +80.1% | +80.7% | -0.6% | +60.5% |
| 5Y | +40.5% | +396.1% | -355.6% | +4.6% |
| 10Y | +197.7% | +252.3% | -54.5% | +90.2% |
| All | +406.0% | +277.8% | +128.2% | +205.0% |
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