+96.4%
PBF vs ELF
+53.2%
+43.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.5% | +0.7% |
| 7D | +6.5% | +1.6% | +4.9% | +6.6% |
| 30D | -20.0% | +9.1% | -29.1% | -19.5% |
| 3M | -3.3% | +28.2% | -31.5% | -2.2% |
| 6M | +76.8% | +119.5% | -42.7% | +82.4% |
| YTD | +168.9% | +55.2% | +113.8% | +172.9% |
| 1Y | +96.4% | +58.6% | +37.8% | +97.2% |
| All | +96.4% | +53.2% | +43.1% | +97.2% |
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