+288.7%
EWY vs PBF
+303.9%
-15.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.3% | +5.9% | +4.7% |
| 7D | +4.8% | +4.3% | +0.5% | +4.3% |
| 30D | +11.7% | +22.0% | -10.3% | +9.1% |
| 3M | -7.4% | +74.5% | -81.9% | -13.4% |
| 6M | +40.6% | +67.7% | -27.1% | +30.3% |
| YTD | +94.3% | +179.2% | -84.9% | +68.3% |
| 1Y | +164.3% | +170.0% | -5.7% | +128.5% |
| 3Y | +221.0% | +66.4% | +154.6% | +185.8% |
| 5Y | +139.1% | +764.5% | -625.4% | +63.1% |
| 10Y | +298.8% | +358.5% | -59.7% | +155.5% |
| All | +288.7% | +303.9% | -15.1% | +137.6% |
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