+330.8%
PBF vs ES
+186.4%
+144.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | +4.3% | +0.3% | +4.0% | +4.2% |
| 30D | +22.0% | -2.0% | +23.9% | +22.6% |
| 3M | +74.5% | +1.7% | +72.8% | +72.8% |
| 6M | +67.7% | -3.5% | +71.2% | +68.2% |
| YTD | +179.2% | +7.9% | +171.3% | +169.3% |
| 1Y | +170.0% | +17.2% | +152.8% | +151.6% |
| 3Y | +66.4% | +29.3% | +37.1% | +46.8% |
| 5Y | +764.5% | -5.7% | +770.2% | +746.6% |
| 10Y | +358.5% | +85.2% | +273.3% | +260.8% |
| All | +330.8% | +186.4% | +144.4% | +168.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling