+334.9%
PBF vs EFV
+167.0%
+167.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +1.2% |
| 7D | +2.3% | -2.0% | +4.3% | +5.5% |
| 30D | +11.6% | -0.2% | +11.7% | +11.7% |
| 3M | +81.7% | +9.1% | +72.6% | +57.8% |
| 6M | +96.4% | +11.7% | +84.7% | +56.8% |
| YTD | +189.5% | +17.0% | +172.4% | +111.5% |
| 1Y | +180.7% | +26.7% | +154.0% | +79.0% |
| 3Y | +56.6% | +90.2% | -33.5% | -52.5% |
| 5Y | +802.0% | +96.1% | +705.9% | +153.7% |
| All | +334.9% | +167.0% | +167.9% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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