+330.8%
PBF vs EFV
+200.0%
+130.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.1% |
| 7D | +4.3% | +1.5% | +2.8% | +2.1% |
| 30D | +22.0% | +1.7% | +20.2% | +18.9% |
| 3M | +74.5% | +8.6% | +65.9% | +54.7% |
| 6M | +67.7% | +11.7% | +56.0% | +37.4% |
| YTD | +179.2% | +19.3% | +159.9% | +106.4% |
| 1Y | +170.0% | +30.2% | +139.8% | +75.0% |
| 3Y | +66.4% | +91.6% | -25.2% | -41.1% |
| 5Y | +764.5% | +96.4% | +668.1% | +193.2% |
| 10Y | +358.5% | +166.5% | +192.0% | +18.0% |
| All | +330.8% | +200.0% | +130.8% | -4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling