+304.1%
PBF vs EL
+120.5%
+183.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.0% | +6.8% | +6.2% |
| 7D | -4.0% | +0.3% | -4.2% | -4.1% |
| 30D | -18.0% | +12.3% | -30.3% | -21.9% |
| 3M | +0.9% | +28.4% | -27.5% | -10.4% |
| 6M | +65.7% | +36.7% | +29.0% | +41.3% |
| YTD | +161.9% | +8.4% | +153.5% | +137.3% |
| 1Y | +77.8% | +25.4% | +52.4% | +49.4% |
| 3Y | +74.9% | +3.4% | +71.4% | +46.7% |
| 5Y | +423.4% | -64.8% | +488.2% | +658.7% |
| 10Y | +255.2% | +63.0% | +192.2% | +106.7% |
| All | +304.1% | +120.5% | +183.6% | +107.9% |
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