+252.3%
PBF vs ES
+82.6%
+169.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.5% |
| 7D | -7.4% | -0.1% | -7.3% | -7.4% |
| 30D | -17.5% | +5.7% | -23.2% | -19.0% |
| 3M | +13.1% | -2.8% | +15.9% | +13.7% |
| 6M | +72.6% | +7.0% | +65.7% | +67.6% |
| YTD | +161.2% | +6.8% | +154.4% | +152.1% |
| 1Y | +93.3% | -0.5% | +93.8% | +90.7% |
| 3Y | +80.7% | +47.2% | +33.5% | +51.0% |
| 5Y | +396.1% | +2.3% | +393.8% | +369.0% |
| 10Y | +252.3% | +85.6% | +166.6% | +171.2% |
| All | +252.3% | +82.6% | +169.7% | +171.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling