+330.8%
PBF vs EFX
+278.6%
+52.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.4% | +5.1% | +1.2% |
| 7D | +4.3% | -8.6% | +12.9% | +7.9% |
| 30D | +22.0% | +0.1% | +21.9% | +21.5% |
| 3M | +74.5% | +3.8% | +70.7% | +68.7% |
| 6M | +67.7% | -13.5% | +81.2% | +72.5% |
| YTD | +179.2% | -17.7% | +196.8% | +190.3% |
| 1Y | +170.0% | -25.6% | +195.6% | +191.9% |
| 3Y | +66.4% | -12.1% | +78.5% | +58.5% |
| 5Y | +764.5% | -33.8% | +798.3% | +816.7% |
| 10Y | +358.5% | +45.1% | +313.4% | +183.5% |
| All | +330.8% | +278.6% | +52.2% | +44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling