+59.3%
PBF vs EQX
+168.9%
-109.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | -0.1% | +1.6% |
| 7D | +5.3% | -3.2% | +8.5% | +5.4% |
| 30D | +11.7% | +7.8% | +4.0% | +11.5% |
| 3M | +91.1% | +21.3% | +69.7% | +90.2% |
| 6M | +88.4% | -22.4% | +110.9% | +91.0% |
| YTD | +194.1% | -11.3% | +205.4% | +192.1% |
| 1Y | +180.4% | +13.5% | +166.9% | +170.8% |
| 3Y | +59.3% | +162.1% | -102.8% | +34.8% |
| All | +59.3% | +168.9% | -109.6% | +34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling