+100.5%
ENB vs PBF
+351.3%
-250.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | -0.3% | +1.4% | -1.7% | -0.5% |
| 30D | -1.1% | +15.8% | -16.9% | -3.4% |
| 3M | -8.5% | +90.3% | -98.7% | -17.5% |
| 6M | -4.5% | +102.8% | -107.4% | -15.5% |
| YTD | +9.1% | +187.3% | -178.2% | -9.2% |
| 1Y | +8.0% | +161.8% | -153.9% | -9.7% |
| 3Y | +77.8% | +55.5% | +22.4% | +55.8% |
| 5Y | +69.4% | +801.9% | -732.5% | +1.9% |
| 10Y | +100.5% | +362.2% | -261.8% | +11.7% |
| All | +100.5% | +351.3% | -250.8% | +11.7% |
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