+142.8%
EFA vs PBF
+374.8%
-232.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.8% |
| 7D | -1.5% | +5.3% | -6.8% | -2.0% |
| 30D | -1.7% | +11.7% | -13.4% | -2.8% |
| 3M | +3.5% | +91.1% | -87.6% | -3.0% |
| 6M | +9.5% | +88.4% | -79.0% | +2.0% |
| YTD | +12.9% | +194.1% | -181.2% | -0.1% |
| 1Y | +18.2% | +180.4% | -162.2% | +4.6% |
| 3Y | +64.8% | +59.3% | +5.5% | +50.7% |
| 5Y | +53.9% | +816.3% | -762.4% | +10.9% |
| All | +142.8% | +374.8% | -232.0% | +71.3% |
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