+362.2%
PBF vs EL
+28.8%
+333.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.5% | +0.8% |
| 7D | +1.4% | -2.4% | +3.7% | +2.2% |
| 30D | +15.8% | +13.7% | +2.2% | +9.0% |
| 3M | +90.3% | +14.5% | +75.8% | +77.4% |
| 6M | +102.8% | +7.4% | +95.4% | +89.1% |
| YTD | +187.3% | -4.7% | +192.0% | +177.1% |
| 1Y | +161.8% | +12.9% | +148.9% | +130.0% |
| 3Y | +55.5% | -32.2% | +87.7% | +60.3% |
| 5Y | +801.9% | -68.4% | +870.3% | +1,311.2% |
| 10Y | +362.2% | +28.3% | +334.0% | +183.6% |
| All | +362.2% | +28.8% | +333.4% | +183.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling