+11.4%
EWZ vs PBF
+265.5%
-254.1%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.4% | +6.5% | +0.4% |
| 7D | -1.5% | -13.8% | +12.3% | +0.9% |
| 30D | -24.5% | -19.6% | -4.9% | -22.2% |
| 3M | -10.7% | +10.3% | -20.9% | -13.4% |
| 6M | -19.1% | +63.4% | -82.5% | -27.6% |
| YTD | +1.6% | +152.6% | -151.0% | -18.1% |
| 1Y | +4.3% | +87.4% | -83.1% | -11.4% |
| 3Y | +19.0% | +63.3% | -44.3% | -1.2% |
| 5Y | +57.7% | +412.5% | -354.8% | -3.2% |
| 10Y | +51.3% | +282.5% | -231.2% | -22.7% |
| All | +11.4% | +265.5% | -254.1% | -44.2% |
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