+325.0%
PBF vs ELF
+357.0%
-32.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.8% |
| 7D | +4.3% | +5.4% | -1.1% | +3.1% |
| 30D | +22.0% | +27.0% | -5.0% | +15.3% |
| 3M | +74.5% | +113.2% | -38.7% | +45.7% |
| 6M | +67.7% | +36.6% | +31.1% | +53.0% |
| YTD | +179.2% | +44.2% | +135.0% | +148.8% |
| 1Y | +170.0% | -18.0% | +188.0% | +167.2% |
| 3Y | +66.4% | -19.9% | +86.3% | +46.3% |
| 5Y | +764.5% | +257.7% | +506.8% | +315.9% |
| All | +325.0% | +357.0% | -32.0% | +58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling