+240.3%
PBF vs ESI
+306.3%
-66.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.6% | -4.6% | -4.9% |
| 7D | -15.3% | -6.6% | -8.7% | -12.1% |
| 30D | -21.8% | -9.8% | -12.0% | -17.8% |
| 3M | -0.2% | -11.9% | +11.7% | +5.4% |
| 6M | +63.6% | -25.1% | +88.7% | +82.7% |
| YTD | +147.5% | +31.9% | +115.6% | +83.3% |
| 1Y | +69.8% | +19.2% | +50.6% | +33.7% |
| 3Y | +65.3% | +76.2% | -10.9% | -5.7% |
| 5Y | +393.4% | +39.4% | +354.0% | +213.6% |
| 10Y | +240.3% | +304.9% | -64.6% | -5.5% |
| All | +240.3% | +306.3% | -66.0% | -5.5% |
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