+69.1%
ENB vs PBF
+735.5%
-666.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | +0.5% |
| 7D | -0.5% | +2.4% | -2.8% | -0.7% |
| 30D | -0.2% | +24.9% | -25.1% | -2.2% |
| 3M | -7.5% | +81.9% | -89.4% | -12.6% |
| 6M | -4.1% | +79.4% | -83.5% | -9.8% |
| YTD | +9.8% | +188.3% | -178.5% | -1.7% |
| 1Y | +8.7% | +177.3% | -168.6% | -3.0% |
| 3Y | +79.0% | +56.0% | +23.0% | +68.0% |
| 5Y | +69.1% | +804.0% | -734.9% | +23.8% |
| All | +69.1% | +735.5% | -666.4% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling