+147.8%
EWY vs PBF
+184.8%
-37.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.7% | +3.4% |
| 7D | -0.1% | +5.3% | -5.4% | +0.4% |
| 30D | +7.3% | +11.7% | -4.4% | +8.5% |
| 3M | -5.1% | +91.1% | -96.2% | +3.6% |
| 6M | +42.1% | +88.4% | -46.4% | +53.9% |
| YTD | +94.1% | +194.1% | -99.9% | +98.5% |
| 1Y | +147.8% | +180.4% | -32.6% | +154.7% |
| All | +147.8% | +184.8% | -37.0% | +154.7% |
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