+96.4%
PBF vs ESI
+21.7%
+74.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.4% |
| 7D | +6.5% | +5.5% | +0.9% | +6.7% |
| 30D | -20.0% | -7.8% | -12.2% | -20.4% |
| 3M | -3.3% | -15.0% | +11.7% | -5.0% |
| 6M | +76.8% | -24.9% | +101.7% | +71.2% |
| YTD | +168.9% | +33.2% | +135.7% | +164.9% |
| 1Y | +96.4% | +24.9% | +71.4% | +96.6% |
| All | +96.4% | +21.7% | +74.7% | +96.6% |
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