+240.3%
PBF vs ELF
+357.0%
-116.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.7% | -4.5% | -5.1% |
| 7D | -15.3% | +6.3% | -21.6% | -16.5% |
| 30D | -21.8% | +8.5% | -30.3% | -23.3% |
| 3M | -0.2% | +24.4% | -24.6% | -5.5% |
| 6M | +63.6% | +94.7% | -31.1% | +37.9% |
| YTD | +147.5% | +55.9% | +91.7% | +115.5% |
| 1Y | +69.8% | +48.4% | +21.4% | +49.3% |
| 3Y | +65.3% | +24.6% | +40.7% | +27.7% |
| 5Y | +393.4% | +285.0% | +108.4% | +129.1% |
| 10Y | +240.3% | +357.2% | -116.9% | +25.3% |
| All | +240.3% | +357.0% | -116.7% | +25.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling