+250.9%
PBF vs ED
+147.1%
+103.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.1% |
| 7D | +6.5% | +2.1% | +4.4% | +5.9% |
| 30D | -20.0% | +10.4% | -30.4% | -22.2% |
| 3M | -3.3% | +12.5% | -15.9% | -6.5% |
| 6M | +76.8% | +14.9% | +61.9% | +69.4% |
| YTD | +168.9% | +24.8% | +144.1% | +150.8% |
| 1Y | +96.4% | +23.8% | +72.5% | +83.4% |
| 3Y | +77.2% | +51.6% | +25.6% | +49.7% |
| 5Y | +417.7% | +86.4% | +331.3% | +296.1% |
| All | +250.9% | +147.1% | +103.8% | +139.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling