+363.8%
PBF vs ED
+106.7%
+257.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.9% | +2.4% | +3.0% |
| 7D | +2.4% | +0.5% | +1.8% | +2.2% |
| 30D | +24.9% | +1.1% | +23.8% | +24.5% |
| 3M | +81.9% | +4.6% | +77.2% | +79.3% |
| 6M | +79.4% | -2.0% | +81.3% | +79.7% |
| YTD | +188.3% | +11.7% | +176.6% | +178.1% |
| 1Y | +177.3% | +15.7% | +161.5% | +163.8% |
| 3Y | +56.0% | +34.4% | +21.6% | +37.5% |
| 5Y | +804.0% | +67.3% | +736.7% | +623.2% |
| All | +363.8% | +106.7% | +257.1% | +264.4% |
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