+363.8%
PBF vs ESI
+313.2%
+50.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +3.0% |
| 7D | +2.4% | +5.4% | -3.0% | -0.5% |
| 30D | +24.9% | -4.2% | +29.1% | +27.3% |
| 3M | +81.9% | -9.6% | +91.5% | +86.4% |
| 6M | +79.4% | +18.3% | +61.0% | +48.9% |
| YTD | +188.3% | +45.8% | +142.5% | +105.6% |
| 1Y | +177.3% | +39.2% | +138.1% | +101.6% |
| 3Y | +56.0% | +86.3% | -30.3% | -11.6% |
| 5Y | +804.0% | +76.2% | +727.8% | +395.4% |
| All | +363.8% | +313.2% | +50.6% | +38.1% |
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