+250.9%
PBF vs EFV
+163.3%
+87.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | -0.1% |
| 7D | +6.5% | +2.5% | +3.9% | +2.4% |
| 30D | -20.0% | +2.9% | -22.9% | -23.9% |
| 3M | -3.3% | -1.4% | -1.9% | -2.2% |
| 6M | +76.8% | +5.5% | +71.3% | +59.2% |
| YTD | +168.9% | +16.1% | +152.9% | +96.9% |
| 1Y | +96.4% | +20.3% | +76.1% | +35.0% |
| 3Y | +77.2% | +90.4% | -13.2% | -47.2% |
| 5Y | +417.7% | +93.5% | +324.3% | +45.0% |
| All | +250.9% | +163.3% | +87.6% | -41.7% |
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