+79.0%
ENB vs PBF
+62.4%
+16.6%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | +0.7% |
| 7D | -0.5% | +2.4% | -2.8% | -0.6% |
| 30D | -0.2% | +24.9% | -25.1% | -1.1% |
| 3M | -7.5% | +81.9% | -89.4% | -9.7% |
| 6M | -4.1% | +79.4% | -83.5% | -6.5% |
| YTD | +9.8% | +188.3% | -178.5% | +4.8% |
| 1Y | +8.7% | +177.3% | -168.6% | +3.7% |
| 3Y | +79.0% | +56.0% | +23.0% | +78.5% |
| All | +79.0% | +62.4% | +16.6% | +78.5% |
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