+69.8%
PBF vs ELF
+56.1%
+13.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.7% | -4.5% | -5.3% |
| 7D | -15.3% | +6.3% | -21.6% | -15.0% |
| 30D | -21.8% | +8.5% | -30.3% | -21.4% |
| 3M | -0.2% | +24.4% | -24.6% | +0.7% |
| 6M | +63.6% | +94.7% | -31.1% | +67.9% |
| YTD | +147.5% | +55.9% | +91.7% | +150.5% |
| 1Y | +69.8% | +48.4% | +21.4% | +73.3% |
| All | +69.8% | +56.1% | +13.7% | +73.3% |
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 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