+175.7%
ETN vs PBF
+785.3%
-609.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.5% |
| 7D | +3.0% | +2.3% | +0.7% | +2.9% |
| 30D | -10.9% | +11.6% | -22.5% | -11.7% |
| 3M | +9.2% | +81.7% | -72.5% | +4.1% |
| 6M | +13.9% | +96.4% | -82.5% | +7.0% |
| YTD | +29.5% | +189.5% | -159.9% | +16.6% |
| 1Y | +14.2% | +180.7% | -166.5% | +2.6% |
| 3Y | +79.9% | +56.6% | +23.2% | +63.6% |
| 5Y | +175.7% | +802.0% | -626.3% | +128.4% |
| All | +175.7% | +785.3% | -609.7% | +128.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling