+46.5%
ETSY vs PBF
+176.4%
-129.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.3% | -5.4% | -6.8% |
| 7D | -8.5% | +4.3% | -12.8% | -8.1% |
| 30D | -10.9% | +22.0% | -32.9% | -9.3% |
| 3M | +14.1% | +74.5% | -60.4% | +18.5% |
| 6M | +37.5% | +67.7% | -30.2% | +42.5% |
| YTD | +38.0% | +179.2% | -141.2% | +44.8% |
| 1Y | +46.5% | +170.0% | -123.5% | +59.7% |
| All | +46.5% | +176.4% | -129.8% | +59.7% |
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