-4.9%
EQT vs PBF
+120.1%
-124.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.7% | +3.5% | -2.7% |
| 7D | -6.6% | -0.9% | -5.7% | -6.5% |
| 30D | +2.7% | -13.7% | +16.5% | +3.8% |
| 3M | -0.2% | +10.6% | -10.8% | -1.6% |
| 6M | -10.6% | +61.2% | -71.7% | -15.5% |
| YTD | -1.2% | +172.7% | -173.9% | -12.8% |
| 1Y | -4.9% | +111.0% | -115.9% | -11.1% |
| All | -4.9% | +120.1% | -124.9% | -11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling