+111.0%
PBF vs EAT
+109.8%
+1.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +6.3% | -13.0% | -5.6% |
| 7D | -0.9% | -0.1% | -0.8% | -0.7% |
| 30D | -13.7% | +13.5% | -27.2% | -11.8% |
| 3M | +10.6% | +1.0% | +9.6% | +11.5% |
| 6M | +61.2% | +57.3% | +3.9% | +77.2% |
| YTD | +172.7% | +53.6% | +119.1% | +204.5% |
| 1Y | +111.0% | +110.8% | +0.2% | +154.7% |
| All | +111.0% | +109.8% | +1.2% | +154.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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