+164.3%
EWY vs PBF
+176.4%
-12.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.3% | +5.9% | +4.5% |
| 7D | +4.8% | +4.3% | +0.5% | +5.2% |
| 30D | +11.7% | +22.0% | -10.3% | +13.8% |
| 3M | -7.4% | +74.5% | -81.9% | +0.3% |
| 6M | +40.6% | +67.7% | -27.1% | +52.3% |
| YTD | +94.3% | +179.2% | -84.9% | +98.8% |
| 1Y | +164.3% | +170.0% | -5.7% | +173.8% |
| All | +164.3% | +176.4% | -12.1% | +173.8% |
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 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