+111.0%
PBF vs ELF
-3.2%
+114.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.9% | -8.6% | -6.6% |
| 7D | -0.9% | -1.5% | +0.6% | -1.0% |
| 30D | -13.7% | +9.5% | -23.2% | -13.3% |
| 3M | +10.6% | +29.4% | -18.7% | +11.8% |
| 6M | +61.2% | +83.7% | -22.5% | +66.1% |
| YTD | +172.7% | +49.4% | +123.3% | +182.3% |
| 1Y | +111.0% | -3.9% | +115.0% | +115.4% |
| All | +111.0% | -3.2% | +114.3% | +115.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling