+136.2%
ENB vs PBF
+303.9%
-167.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.7% |
| 7D | -0.2% | +4.3% | -4.5% | -0.8% |
| 30D | -2.2% | +22.0% | -24.2% | -5.3% |
| 3M | -10.5% | +74.5% | -85.0% | -18.4% |
| 6M | -5.1% | +67.7% | -72.7% | -13.8% |
| YTD | +9.0% | +179.2% | -170.2% | -9.2% |
| 1Y | +8.2% | +170.0% | -161.8% | -10.3% |
| 3Y | +67.8% | +66.4% | +1.4% | +44.6% |
| 5Y | +69.4% | +764.5% | -695.1% | +2.4% |
| 10Y | +117.5% | +358.5% | -241.0% | +17.8% |
| All | +136.2% | +303.9% | -167.7% | +26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling