+229.5%
EWY vs PBF
+260.7%
-31.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.2% | -1.8% |
| 7D | +4.2% | +6.5% | -2.2% | +3.5% |
| 30D | -10.7% | -20.0% | +9.3% | -8.6% |
| 3M | -20.1% | -3.3% | -16.7% | -20.2% |
| 6M | -24.3% | +76.8% | -101.1% | -29.7% |
| YTD | +46.9% | +168.9% | -122.1% | +27.2% |
| 1Y | +55.2% | +96.4% | -41.2% | +39.5% |
| 3Y | +157.0% | +77.2% | +79.8% | +126.3% |
| 5Y | +98.9% | +417.7% | -318.9% | +44.5% |
| All | +229.5% | +260.7% | -31.2% | +119.9% |
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