-5.5%
ETN vs PBF
+120.1%
-125.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -6.7% | -3.2% | -9.8% |
| 7D | -10.1% | -0.9% | -9.2% | -10.0% |
| 30D | -18.4% | -13.7% | -4.7% | -18.3% |
| 3M | -20.4% | +10.6% | -31.0% | -19.8% |
| 6M | -16.0% | +61.2% | -77.2% | -13.4% |
| YTD | +11.8% | +172.7% | -160.9% | +12.9% |
| 1Y | -5.5% | +111.0% | -116.5% | -2.0% |
| All | -5.5% | +120.1% | -125.5% | -2.0% |
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 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