+161.8%
PBF vs ESI
+38.0%
+123.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | -0.4% |
| 7D | +1.4% | +3.9% | -2.6% | +1.7% |
| 30D | +15.8% | -3.8% | +19.6% | +15.6% |
| 3M | +90.3% | -13.1% | +103.4% | +88.3% |
| 6M | +102.8% | +11.3% | +91.5% | +105.0% |
| YTD | +187.3% | +44.1% | +143.2% | +168.5% |
| 1Y | +161.8% | +40.3% | +121.5% | +144.5% |
| All | +161.8% | +38.0% | +123.8% | +144.5% |
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 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