+1,030.4%
ETN vs PBF
+317.1%
+713.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.3% | -0.5% | +2.3% |
| 7D | +8.0% | +2.4% | +5.7% | +7.7% |
| 30D | -5.9% | +24.9% | -30.8% | -9.1% |
| 3M | +5.0% | +81.9% | -76.9% | -4.9% |
| 6M | +22.4% | +79.4% | -57.0% | +9.8% |
| YTD | +33.6% | +188.3% | -154.7% | +10.4% |
| 1Y | +22.1% | +177.3% | -155.1% | +0.6% |
| 3Y | +85.6% | +56.0% | +29.6% | +61.5% |
| 5Y | +179.2% | +804.0% | -624.8% | +67.6% |
| 10Y | +687.3% | +334.1% | +353.2% | +335.5% |
| All | +1,030.4% | +317.1% | +713.3% | +484.0% |
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 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