+249.4%
PBF vs ESI
+321.1%
-71.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.4% | +3.4% |
| 7D | +4.3% | +8.3% | -4.0% | -0.1% |
| 30D | -21.8% | -10.4% | -11.4% | -17.5% |
| 3M | +1.7% | -13.2% | +14.9% | +8.3% |
| 6M | +69.8% | -23.9% | +93.7% | +88.0% |
| YTD | +167.7% | +34.2% | +133.5% | +96.4% |
| 1Y | +89.0% | +22.2% | +66.7% | +46.6% |
| 3Y | +78.8% | +79.2% | -0.4% | +1.0% |
| 5Y | +415.4% | +38.1% | +377.3% | +231.2% |
| All | +249.4% | +321.1% | -71.7% | -6.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling