+424.6%
ETSY vs PBF
+374.8%
+49.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | +0.1% | +1.5% |
| 7D | -4.9% | +5.3% | -10.2% | -5.2% |
| 30D | -8.6% | +11.7% | -20.4% | -9.4% |
| 3M | +4.8% | +91.1% | -86.3% | -0.4% |
| 6M | +38.1% | +88.4% | -50.3% | +30.7% |
| YTD | +31.2% | +194.1% | -162.8% | +19.4% |
| 1Y | +22.1% | +180.4% | -158.3% | +11.0% |
| 3Y | +12.2% | +59.3% | -47.1% | +4.6% |
| 5Y | -66.5% | +816.3% | -882.7% | -73.8% |
| All | +424.6% | +374.8% | +49.8% | +335.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling