+65.2%
ETSY vs PBF
+120.1%
-54.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -6.7% | +13.8% | +6.5% |
| 7D | +4.2% | -0.9% | +5.1% | +4.1% |
| 30D | +35.8% | -13.7% | +49.5% | +34.3% |
| 3M | +11.4% | +10.6% | +0.7% | +12.7% |
| 6M | +50.3% | +61.2% | -10.9% | +54.8% |
| YTD | +73.6% | +172.7% | -99.1% | +73.1% |
| 1Y | +65.2% | +111.0% | -45.9% | +71.6% |
| All | +65.2% | +120.1% | -54.9% | +71.6% |
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