+804.0%
PBF vs EAT
+326.5%
+477.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.4% | +6.6% | +3.7% |
| 7D | +2.4% | -4.9% | +7.3% | +3.1% |
| 30D | +24.9% | -1.2% | +26.1% | +24.8% |
| 3M | +81.9% | +52.2% | +29.6% | +70.4% |
| 6M | +79.4% | +65.0% | +14.3% | +63.6% |
| YTD | +188.3% | +55.0% | +133.3% | +165.6% |
| 1Y | +177.3% | +42.1% | +135.2% | +158.2% |
| 3Y | +56.0% | +614.7% | -558.7% | -2.2% |
| 5Y | +804.0% | +322.7% | +481.3% | +633.8% |
| All | +804.0% | +326.5% | +477.6% | +633.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling