+146.5%
EFA vs PBF
+260.7%
-114.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | +2.2% | +6.5% | -4.2% | +1.6% |
| 30D | +1.4% | -20.0% | +21.4% | +3.3% |
| 3M | -4.2% | -3.3% | -0.8% | -4.4% |
| 6M | +1.9% | +76.8% | -74.9% | -4.4% |
| YTD | +10.2% | +168.9% | -158.8% | -2.2% |
| 1Y | +12.8% | +96.4% | -83.6% | +3.2% |
| 3Y | +65.2% | +77.2% | -12.0% | +48.6% |
| 5Y | +49.8% | +417.7% | -367.9% | +15.0% |
| All | +146.5% | +260.7% | -114.2% | +75.1% |
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