+19.3%
ETN vs PBF
+176.4%
-157.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +3.4% |
| 7D | +2.0% | +4.3% | -2.3% | +2.1% |
| 30D | -7.9% | +22.0% | -29.9% | -7.4% |
| 3M | -1.6% | +74.5% | -76.1% | +0.7% |
| 6M | +16.9% | +67.7% | -50.8% | +19.5% |
| YTD | +30.1% | +179.2% | -149.1% | +30.8% |
| 1Y | +19.3% | +170.0% | -150.7% | +24.1% |
| All | +19.3% | +176.4% | -157.1% | +24.1% |
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