+113.5%
ENB vs PBF
+260.7%
-147.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.4% |
| 7D | +3.1% | +6.5% | -3.3% | +2.1% |
| 30D | +2.1% | -20.0% | +22.1% | +5.2% |
| 3M | -4.4% | -3.3% | -1.1% | -4.7% |
| 6M | -10.1% | +76.8% | -86.9% | -18.8% |
| YTD | +5.2% | +168.9% | -163.8% | -12.5% |
| 1Y | +4.2% | +96.4% | -92.1% | -9.1% |
| 3Y | +70.1% | +77.2% | -7.1% | +44.4% |
| 5Y | +59.4% | +417.7% | -358.3% | +5.2% |
| All | +113.5% | +260.7% | -147.2% | +16.6% |
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