+303.5%
EWY vs PBF
+374.8%
-71.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.7% | +3.1% |
| 7D | -0.1% | +5.3% | -5.4% | -0.6% |
| 30D | +7.3% | +11.7% | -4.4% | +5.9% |
| 3M | -5.1% | +91.1% | -96.2% | -11.9% |
| 6M | +42.1% | +88.4% | -46.4% | +30.6% |
| YTD | +94.1% | +194.1% | -99.9% | +67.7% |
| 1Y | +147.8% | +180.4% | -32.6% | +114.2% |
| 3Y | +222.9% | +59.3% | +163.6% | +190.2% |
| 5Y | +150.6% | +816.3% | -665.6% | +70.1% |
| All | +303.5% | +374.8% | -71.3% | +178.4% |
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