+125.2%
ENB vs PBF
+258.1%
-132.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.2% | +6.0% | +1.5% |
| 7D | -2.4% | -15.3% | +12.9% | -0.1% |
| 30D | +2.5% | -21.8% | +24.3% | +6.0% |
| 3M | -5.8% | -0.2% | -5.6% | -6.6% |
| 6M | -8.5% | +63.6% | -72.1% | -16.5% |
| YTD | +3.9% | +147.5% | -143.6% | -12.5% |
| 1Y | +3.7% | +69.8% | -66.1% | -7.6% |
| 3Y | +70.1% | +65.3% | +4.8% | +45.7% |
| 5Y | +53.2% | +393.4% | -340.2% | +2.4% |
| 10Y | +100.2% | +240.3% | -140.1% | +13.4% |
| All | +125.2% | +258.1% | -132.8% | +22.0% |
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