+281.9%
PBF vs EL
+122.7%
+159.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.2% | -5.5% | -5.3% |
| 7D | -15.3% | +7.6% | -22.9% | -17.8% |
| 30D | -21.8% | +15.7% | -37.5% | -26.4% |
| 3M | -0.2% | +30.5% | -30.7% | -12.0% |
| 6M | +63.6% | +32.5% | +31.1% | +41.3% |
| YTD | +147.5% | +9.4% | +138.1% | +123.6% |
| 1Y | +69.8% | +28.4% | +41.5% | +41.3% |
| 3Y | +65.3% | +4.4% | +60.8% | +38.1% |
| 5Y | +393.4% | -64.5% | +457.9% | +613.8% |
| 10Y | +240.3% | +64.9% | +175.4% | +97.2% |
| All | +281.9% | +122.7% | +159.3% | +95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling