+193.4%
EFA vs PBF
+303.9%
-110.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.3% |
| 7D | +0.6% | +4.3% | -3.7% | +0.2% |
| 30D | +0.9% | +22.0% | -21.1% | -1.2% |
| 3M | +4.9% | +74.5% | -69.6% | -1.3% |
| 6M | +8.6% | +67.7% | -59.1% | +1.7% |
| YTD | +14.6% | +179.2% | -164.6% | +1.3% |
| 1Y | +22.6% | +170.0% | -147.4% | +8.0% |
| 3Y | +66.5% | +66.4% | +0.1% | +50.5% |
| 5Y | +54.5% | +764.5% | -710.0% | +10.2% |
| 10Y | +144.8% | +358.5% | -213.7% | +61.8% |
| All | +193.4% | +303.9% | -110.5% | +87.4% |
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 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