+161.8%
PBF vs ELF
-27.0%
+188.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.7% | -0.4% |
| 7D | +1.4% | -6.8% | +8.1% | +1.2% |
| 30D | +15.8% | +5.1% | +10.8% | +15.9% |
| 3M | +90.3% | +79.8% | +10.5% | +92.5% |
| 6M | +102.8% | +29.7% | +73.1% | +107.4% |
| YTD | +187.3% | +31.6% | +155.7% | +193.0% |
| 1Y | +161.8% | -27.9% | +189.8% | +170.6% |
| All | +161.8% | -27.0% | +188.9% | +170.6% |
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