+111.0%
PBF vs ED
+27.1%
+83.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.0% | -9.7% | -6.0% |
| 7D | -0.9% | +5.4% | -6.3% | +0.1% |
| 30D | -13.7% | +16.4% | -30.1% | -11.4% |
| 3M | +10.6% | +11.9% | -1.3% | +12.5% |
| 6M | +61.2% | +11.6% | +49.6% | +63.0% |
| YTD | +172.7% | +24.1% | +148.6% | +179.1% |
| 1Y | +111.0% | +26.9% | +84.1% | +116.7% |
| All | +111.0% | +27.1% | +83.9% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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