+111.0%
PBF vs ESI
+27.8%
+83.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.6% | -2.0% | -7.0% |
| 7D | -0.9% | -6.6% | +5.7% | -1.5% |
| 30D | -13.7% | -10.9% | -2.8% | -14.5% |
| 3M | +10.6% | -13.8% | +24.4% | +9.0% |
| 6M | +61.2% | -21.5% | +82.7% | +57.6% |
| YTD | +172.7% | +34.7% | +138.0% | +167.4% |
| 1Y | +111.0% | +24.9% | +86.1% | +111.2% |
| All | +111.0% | +27.8% | +83.2% | +111.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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