+240.3%
PBF vs ED
+136.7%
+103.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.8% | -6.0% | -5.4% |
| 7D | -15.3% | +2.1% | -17.4% | -15.8% |
| 30D | -21.8% | +12.4% | -34.2% | -24.4% |
| 3M | -0.2% | +13.1% | -13.3% | -3.6% |
| 6M | +63.6% | +14.1% | +49.5% | +57.1% |
| YTD | +147.5% | +23.1% | +124.5% | +131.7% |
| 1Y | +69.8% | +25.4% | +44.4% | +57.9% |
| 3Y | +65.3% | +47.9% | +17.4% | +40.8% |
| 5Y | +393.4% | +81.9% | +311.5% | +280.7% |
| 10Y | +240.3% | +141.3% | +99.0% | +135.8% |
| All | +240.3% | +136.7% | +103.6% | +135.8% |
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