+255.8%
ELV vs PBF
+260.7%
-4.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +1.0% | +6.5% | -5.5% | +0.3% |
| 30D | +0.4% | -20.0% | +20.4% | +2.2% |
| 3M | +8.4% | -3.3% | +11.7% | +8.1% |
| 6M | +8.4% | +76.8% | -68.4% | +1.5% |
| YTD | +24.4% | +168.9% | -144.6% | +10.4% |
| 1Y | +33.5% | +96.4% | -62.9% | +22.2% |
| 3Y | -2.1% | +77.2% | -79.3% | -11.8% |
| 5Y | +5.8% | +417.7% | -412.0% | -19.9% |
| All | +255.8% | +260.7% | -4.9% | +146.7% |
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