+801.9%
PBF vs EFX
-36.4%
+838.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.7% | 0.0% |
| 7D | +1.4% | -9.4% | +10.7% | +3.1% |
| 30D | +15.8% | -6.9% | +22.7% | +17.1% |
| 3M | +90.3% | +0.1% | +90.2% | +88.3% |
| 6M | +102.8% | -17.3% | +120.1% | +108.1% |
| YTD | +187.3% | -21.8% | +209.2% | +197.8% |
| 1Y | +161.8% | -32.5% | +194.4% | +182.0% |
| 3Y | +55.5% | -12.3% | +67.8% | +54.1% |
| 5Y | +801.9% | -36.6% | +838.5% | +897.7% |
| All | +801.9% | -36.4% | +838.3% | +897.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling