+16.9%
EFA vs PBF
+120.1%
-103.2%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.7% | +9.2% | +2.2% |
| 7D | +2.0% | -0.9% | +2.9% | +1.9% |
| 30D | +1.6% | -13.7% | +15.3% | +1.0% |
| 3M | -1.5% | +10.6% | -12.1% | -0.7% |
| 6M | +6.6% | +61.2% | -54.5% | +10.8% |
| YTD | +11.8% | +172.7% | -160.9% | +14.5% |
| 1Y | +16.9% | +111.0% | -94.2% | +21.4% |
| All | +16.9% | +120.1% | -103.2% | +21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling