+1,626.1%
PBF vs EOSE
-60.6%
+1,686.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.6% |
| 7D | +5.3% | +1.8% | +3.5% | +5.2% |
| 30D | +11.7% | -6.8% | +18.6% | +11.9% |
| 3M | +91.1% | -36.3% | +127.4% | +94.0% |
| 6M | +88.4% | -38.8% | +127.2% | +89.4% |
| YTD | +194.1% | -65.5% | +259.6% | +202.1% |
| 1Y | +180.4% | -45.3% | +225.7% | +175.5% |
| 3Y | +59.3% | +44.2% | +15.2% | +34.5% |
| 5Y | +816.3% | -69.5% | +885.8% | +741.4% |
| All | +1,626.1% | -60.6% | +1,686.7% | +1,466.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling