+362.2%
PBF vs EAT
+370.1%
-7.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.7% |
| 7D | +1.4% | -6.8% | +8.2% | +3.6% |
| 30D | +15.8% | -5.4% | +21.2% | +17.3% |
| 3M | +90.3% | +42.8% | +47.5% | +67.2% |
| 6M | +102.8% | +56.5% | +46.3% | +68.0% |
| YTD | +187.3% | +50.0% | +137.3% | +140.1% |
| 1Y | +161.8% | +38.3% | +123.6% | +120.4% |
| 3Y | +55.5% | +591.6% | -536.2% | -35.0% |
| 5Y | +801.9% | +312.6% | +489.3% | +325.8% |
| 10Y | +362.2% | +381.4% | -19.2% | +79.1% |
| All | +362.2% | +370.1% | -7.8% | +79.1% |
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