+802.0%
PBF vs EOSE
-70.2%
+872.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.9% | +4.6% | +0.9% |
| 7D | +2.3% | +14.0% | -11.7% | +1.7% |
| 30D | +11.6% | -5.9% | +17.5% | +11.7% |
| 3M | +81.7% | -34.3% | +116.0% | +83.6% |
| 6M | +96.4% | -37.8% | +134.2% | +97.1% |
| YTD | +189.5% | -65.2% | +254.7% | +195.9% |
| 1Y | +180.7% | -41.9% | +222.7% | +175.4% |
| 3Y | +56.6% | +44.6% | +12.1% | +35.4% |
| 5Y | +802.0% | -69.2% | +871.2% | +1,134.6% |
| All | +802.0% | -70.2% | +872.2% | +1,134.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling