+56.8%
PBF vs EOSE
+44.0%
+12.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.9% | +4.6% | +0.8% |
| 7D | +2.3% | +14.0% | -11.7% | +2.2% |
| 30D | +11.6% | -5.9% | +17.5% | +11.6% |
| 3M | +81.7% | -34.3% | +116.0% | +81.6% |
| 6M | +96.4% | -37.8% | +134.2% | +96.4% |
| YTD | +189.5% | -65.2% | +254.7% | +191.3% |
| 1Y | +180.7% | -41.9% | +222.7% | +177.0% |
| All | +56.8% | +44.0% | +12.8% | +42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling