+330.8%
PBF vs EL
+103.9%
+226.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.0% | -4.3% | -2.5% |
| 7D | +4.3% | +0.8% | +3.5% | +3.9% |
| 30D | +22.0% | +19.8% | +2.1% | +12.3% |
| 3M | +74.5% | +25.7% | +48.8% | +56.5% |
| 6M | +67.7% | +5.4% | +62.2% | +58.0% |
| YTD | +179.2% | +0.2% | +179.0% | +163.7% |
| 1Y | +170.0% | +20.4% | +149.6% | +130.9% |
| 3Y | +66.4% | -32.1% | +98.5% | +72.0% |
| 5Y | +764.5% | -67.2% | +831.7% | +1,193.0% |
| 10Y | +358.5% | +31.7% | +326.8% | +195.3% |
| All | +330.8% | +103.9% | +226.9% | +131.0% |
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