+289.8%
PBF vs ED
+251.4%
+38.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.0% |
| 7D | -13.8% | +1.6% | -15.4% | -14.2% |
| 30D | -19.6% | +13.3% | -32.9% | -22.2% |
| 3M | +10.3% | +9.7% | +0.5% | +7.6% |
| 6M | +63.4% | +12.8% | +50.7% | +58.0% |
| YTD | +152.6% | +22.3% | +130.3% | +138.4% |
| 1Y | +87.4% | +26.3% | +61.1% | +75.1% |
| 3Y | +63.3% | +45.0% | +18.2% | +42.7% |
| 5Y | +412.5% | +80.2% | +332.3% | +311.8% |
| 10Y | +282.5% | +129.9% | +152.6% | +195.9% |
| All | +289.8% | +251.4% | +38.4% | +137.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling