+95.3%
EQT vs PBF
+318.7%
-223.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | -1.2% | +2.3% | -3.5% | -1.7% |
| 30D | +1.1% | +11.6% | -10.5% | -1.9% |
| 3M | +4.8% | +81.7% | -76.9% | -10.4% |
| 6M | -10.6% | +96.4% | -107.0% | -25.9% |
| YTD | +3.4% | +189.5% | -186.0% | -23.1% |
| 1Y | +8.7% | +180.7% | -172.1% | -19.7% |
| 3Y | +35.0% | +56.6% | -21.7% | +9.1% |
| 5Y | +204.2% | +802.0% | -597.7% | +51.7% |
| 10Y | +52.5% | +365.7% | -313.2% | -28.0% |
| All | +95.3% | +318.7% | -223.4% | -7.3% |
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