+330.8%
PBF vs EAT
+820.6%
-489.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.5% |
| 7D | +4.3% | 0.0% | +4.3% | +4.3% |
| 30D | +22.0% | +1.9% | +20.1% | +20.7% |
| 3M | +74.5% | +68.7% | +5.8% | +45.3% |
| 6M | +67.7% | +66.9% | +0.8% | +36.3% |
| YTD | +179.2% | +60.4% | +118.8% | +128.9% |
| 1Y | +170.0% | +44.0% | +126.0% | +125.0% |
| 3Y | +66.4% | +604.7% | -538.3% | -29.5% |
| 5Y | +764.5% | +347.0% | +417.5% | +302.5% |
| 10Y | +358.5% | +390.8% | -32.2% | +70.2% |
| All | +330.8% | +820.6% | -489.8% | +40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling