+35.8%
EQT vs PBF
+56.6%
-20.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | -1.2% | +2.3% | -3.5% | -1.5% |
| 30D | +1.1% | +11.6% | -10.5% | -0.5% |
| 3M | +4.8% | +81.7% | -76.9% | -3.6% |
| 6M | -10.6% | +96.4% | -107.0% | -19.1% |
| YTD | +3.4% | +189.5% | -186.0% | -12.2% |
| 1Y | +8.7% | +180.7% | -172.1% | -7.8% |
| All | +35.8% | +56.6% | -20.8% | +19.6% |
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