+95.5%
PBF vs ESI
+22.6%
+72.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.4% | +2.1% |
| 7D | +4.3% | +8.3% | -4.0% | +4.7% |
| 30D | -21.8% | -10.4% | -11.4% | -22.5% |
| 3M | +1.7% | -13.2% | +14.9% | +0.2% |
| 6M | +69.8% | -23.9% | +93.7% | +64.7% |
| YTD | +167.7% | +34.2% | +133.5% | +163.8% |
| All | +95.5% | +22.6% | +72.9% | +95.8% |
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 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