+330.8%
PBF vs ED
+218.0%
+112.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.0% |
| 7D | +4.3% | -0.2% | +4.5% | +4.3% |
| 30D | +22.0% | -0.1% | +22.1% | +22.0% |
| 3M | +74.5% | +3.9% | +70.6% | +72.4% |
| 6M | +67.7% | -3.0% | +70.7% | +68.4% |
| YTD | +179.2% | +10.7% | +168.5% | +170.3% |
| 1Y | +170.0% | +13.3% | +156.7% | +159.0% |
| 3Y | +66.4% | +34.5% | +31.9% | +47.9% |
| 5Y | +764.5% | +67.1% | +697.4% | +605.4% |
| 10Y | +358.5% | +103.0% | +255.5% | +265.6% |
| All | +330.8% | +218.0% | +112.8% | +169.3% |
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