+56.0%
PBF vs ELF
-23.6%
+79.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.9% | +8.2% | +3.7% |
| 7D | +2.4% | -1.2% | +3.5% | +2.4% |
| 30D | +24.9% | +5.9% | +19.0% | +24.1% |
| 3M | +81.9% | +99.5% | -17.7% | +70.0% |
| 6M | +79.4% | +26.5% | +52.8% | +75.2% |
| YTD | +188.3% | +37.2% | +151.1% | +177.4% |
| 1Y | +177.3% | -24.4% | +201.7% | +182.3% |
| 3Y | +56.0% | -23.3% | +79.3% | +47.8% |
| All | +56.0% | -23.6% | +79.6% | +47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling