+318.2%
PBF vs ESI
+224.6%
+93.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.3% | -2.6% |
| 7D | +4.3% | +3.3% | +1.0% | +2.7% |
| 30D | +22.0% | -5.9% | +27.8% | +24.8% |
| 3M | +74.5% | -14.1% | +88.6% | +82.1% |
| 6M | +67.7% | +6.6% | +61.1% | +53.5% |
| YTD | +179.2% | +45.0% | +134.2% | +118.3% |
| 1Y | +170.0% | +41.5% | +128.5% | +112.2% |
| 3Y | +66.4% | +78.8% | -12.4% | +13.5% |
| 5Y | +764.5% | +70.9% | +693.6% | +480.6% |
| 10Y | +358.5% | +317.1% | +41.4% | +111.7% |
| All | +318.2% | +224.6% | +93.5% | +89.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling