+250.9%
PBF vs EAT
+320.8%
-69.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | +6.5% | -4.0% | +10.4% | +7.9% |
| 30D | -20.0% | -2.9% | -17.1% | -19.8% |
| 3M | -3.3% | -16.9% | +13.5% | +1.1% |
| 6M | +76.8% | +57.0% | +19.8% | +47.6% |
| YTD | +168.9% | +38.2% | +130.8% | +127.9% |
| 1Y | +96.4% | +69.3% | +27.1% | +53.3% |
| 3Y | +77.2% | +483.0% | -405.8% | -21.6% |
| 5Y | +417.7% | +364.1% | +53.6% | +127.3% |
| All | +250.9% | +320.8% | -69.9% | +45.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling