+341.8%
PBF vs EFX
+42.6%
+299.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | +5.3% | -4.5% | +9.9% | +7.0% |
| 30D | +11.7% | -6.1% | +17.8% | +13.8% |
| 3M | +91.1% | +6.2% | +84.9% | +83.6% |
| 6M | +88.4% | -11.2% | +99.6% | +91.1% |
| YTD | +194.1% | -21.4% | +215.5% | +209.8% |
| 1Y | +180.4% | -34.3% | +214.7% | +216.9% |
| 3Y | +59.3% | -12.5% | +71.8% | +52.6% |
| 5Y | +816.3% | -35.6% | +851.8% | +880.9% |
| All | +341.8% | +42.6% | +299.2% | +185.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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