+142.7%
ETSY vs PBF
+279.2%
-136.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +3.3% | -8.1% | -5.1% |
| 7D | -10.9% | +2.4% | -13.3% | -11.1% |
| 30D | -14.9% | +24.9% | -39.7% | -16.6% |
| 3M | +5.8% | +81.9% | -76.1% | 0.0% |
| 6M | +29.1% | +79.4% | -50.3% | +21.3% |
| YTD | +31.3% | +188.3% | -157.0% | +17.8% |
| 1Y | +25.1% | +177.3% | -152.1% | +11.9% |
| 3Y | +8.5% | +56.0% | -47.5% | +0.1% |
| 5Y | -66.1% | +804.0% | -870.1% | -74.7% |
| 10Y | +410.3% | +334.1% | +76.2% | +264.9% |
| All | +142.7% | +279.2% | -136.5% | +88.8% |
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