+55.7%
PBF vs EFV
+88.7%
-33.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | +1.4% | -0.5% | +1.9% | +1.6% |
| 30D | +15.8% | 0.0% | +15.8% | +15.8% |
| 3M | +90.3% | +8.4% | +81.9% | +82.3% |
| 6M | +102.8% | +12.3% | +90.5% | +86.5% |
| YTD | +187.3% | +17.4% | +169.9% | +150.4% |
| 1Y | +161.8% | +27.1% | +134.7% | +110.2% |
| All | +55.7% | +88.7% | -33.1% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling