+297.6%
PBF vs ELF
+397.3%
-99.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.8% | +0.6% | +2.8% |
| 7D | -7.4% | +7.8% | -15.2% | -8.9% |
| 30D | -17.5% | +9.3% | -26.7% | -19.2% |
| 3M | +13.1% | +21.2% | -8.1% | +7.7% |
| 6M | +72.6% | +96.1% | -23.5% | +45.6% |
| YTD | +161.2% | +57.0% | +104.2% | +127.5% |
| 1Y | +93.3% | +61.9% | +31.5% | +66.9% |
| 3Y | +80.7% | +20.0% | +60.7% | +41.9% |
| 5Y | +396.1% | +284.8% | +111.3% | +134.6% |
| 10Y | +252.3% | +364.2% | -111.9% | +29.0% |
| All | +297.6% | +397.3% | -99.7% | +44.7% |
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