+64.6%
EFA vs PBF
+55.5%
+9.1%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -0.5% | +1.4% | -1.8% | -0.5% |
| 30D | -1.3% | +15.8% | -17.2% | -1.8% |
| 3M | +5.2% | +90.3% | -85.1% | +2.9% |
| 6M | +9.4% | +102.8% | -93.5% | +5.8% |
| YTD | +12.7% | +187.3% | -174.6% | +5.8% |
| 1Y | +19.3% | +161.8% | -142.6% | +12.2% |
| All | +64.6% | +55.5% | +9.1% | +53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling