+420.4%
PBF vs ES
+6.6%
+413.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | +0.3% |
| 7D | +6.5% | +2.7% | +3.8% | +6.1% |
| 30D | -20.0% | +7.6% | -27.6% | -20.9% |
| 3M | -3.3% | +0.5% | -3.8% | -3.5% |
| 6M | +76.8% | +7.6% | +69.2% | +73.9% |
| YTD | +168.9% | +10.2% | +158.7% | +162.1% |
| 1Y | +96.4% | +1.8% | +94.5% | +94.3% |
| 3Y | +77.2% | +55.4% | +21.8% | +58.0% |
| All | +420.4% | +6.6% | +413.9% | +389.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling