+180.4%
PBF vs EOSE
-42.0%
+222.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.6% |
| 7D | +5.3% | +1.8% | +3.5% | +5.4% |
| 30D | +11.7% | -6.8% | +18.6% | +11.6% |
| 3M | +91.1% | -36.3% | +127.4% | +87.1% |
| 6M | +88.4% | -38.8% | +127.2% | +87.8% |
| YTD | +194.1% | -65.5% | +259.6% | +190.4% |
| 1Y | +180.4% | -45.3% | +225.7% | +229.0% |
| All | +180.4% | -42.0% | +222.4% | +229.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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