+298.6%
PBF vs ELF
+393.6%
-94.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.8% | +5.8% |
| 7D | -4.0% | +4.3% | -8.2% | -4.8% |
| 30D | -18.0% | +7.7% | -25.7% | -19.5% |
| 3M | +0.9% | +24.7% | -23.8% | -4.5% |
| 6M | +65.7% | +114.6% | -48.9% | +37.2% |
| YTD | +161.9% | +55.8% | +106.1% | +128.5% |
| 1Y | +77.8% | +51.9% | +25.9% | +55.7% |
| 3Y | +74.9% | +24.6% | +50.3% | +35.8% |
| 5Y | +423.4% | +279.2% | +144.2% | +148.6% |
| 10Y | +255.2% | +338.7% | -83.6% | +29.2% |
| All | +298.6% | +393.6% | -94.9% | +45.3% |
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