+180.7%
PBF vs EAT
+38.2%
+142.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | +2.3% | -6.2% | +8.5% | +1.2% |
| 30D | +11.6% | -3.0% | +14.6% | +11.1% |
| 3M | +81.7% | +45.6% | +36.1% | +98.8% |
| 6M | +96.4% | +53.5% | +42.9% | +116.9% |
| YTD | +189.5% | +49.6% | +139.9% | +226.5% |
| 1Y | +180.7% | +38.9% | +141.8% | +212.1% |
| All | +180.7% | +38.2% | +142.6% | +212.1% |
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 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