+420.4%
PBF vs EFX
-30.1%
+450.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.3% | +0.3% |
| 7D | +6.5% | -0.8% | +7.2% | +6.6% |
| 30D | -20.0% | +25.1% | -45.1% | -22.9% |
| 3M | -3.3% | +1.7% | -5.0% | -4.0% |
| 6M | +76.8% | +18.4% | +58.4% | +69.4% |
| YTD | +168.9% | -12.5% | +181.5% | +172.5% |
| 1Y | +96.4% | -8.1% | +104.4% | +96.0% |
| 3Y | +77.2% | +4.8% | +72.4% | +70.1% |
| All | +420.4% | -30.1% | +450.6% | +441.2% |
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