+111.0%
PBF vs EQX
+7.1%
+104.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +12.8% | -19.5% | -4.8% |
| 7D | -0.9% | +7.6% | -8.5% | +0.6% |
| 30D | -13.7% | +0.4% | -14.2% | -12.9% |
| 3M | +10.6% | +18.0% | -7.4% | +14.5% |
| 6M | +61.2% | -18.4% | +79.5% | +61.2% |
| YTD | +172.7% | -19.3% | +192.0% | +163.3% |
| 1Y | +111.0% | +9.2% | +101.8% | +79.9% |
| All | +111.0% | +7.1% | +104.0% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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