+170.0%
PBF vs EL
+14.8%
+155.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.0% | -4.3% | -1.1% |
| 7D | +4.3% | +0.8% | +3.5% | +4.4% |
| 30D | +22.0% | +19.8% | +2.1% | +23.6% |
| 3M | +74.5% | +25.7% | +48.8% | +77.4% |
| 6M | +67.7% | +5.4% | +62.2% | +76.8% |
| YTD | +179.2% | +0.2% | +179.0% | +189.7% |
| 1Y | +170.0% | +20.4% | +149.6% | +169.8% |
| All | +170.0% | +14.8% | +155.2% | +169.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling