+804.0%
PBF vs EL
-67.4%
+871.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.1% | +5.4% | +3.7% |
| 7D | +2.4% | +1.7% | +0.7% | +2.0% |
| 30D | +24.9% | +15.5% | +9.4% | +21.1% |
| 3M | +81.9% | +20.6% | +61.3% | +74.4% |
| 6M | +79.4% | +10.5% | +68.9% | +73.8% |
| YTD | +188.3% | -1.9% | +190.2% | +184.6% |
| 1Y | +177.3% | +16.1% | +161.2% | +160.6% |
| 3Y | +56.0% | -30.2% | +86.2% | +54.3% |
| 5Y | +804.0% | -67.4% | +871.4% | +1,037.9% |
| All | +804.0% | -67.4% | +871.4% | +1,037.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling