+111.0%
PBF vs ET
+24.7%
+86.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.5% | -3.2% | -2.6% |
| 7D | -0.9% | -6.0% | +5.1% | +6.8% |
| 30D | -13.7% | -6.1% | -7.6% | -6.7% |
| 3M | +10.6% | -2.7% | +13.3% | +13.4% |
| 6M | +61.2% | +0.2% | +60.9% | +58.7% |
| YTD | +172.7% | +24.3% | +148.4% | +81.2% |
| 1Y | +111.0% | +26.4% | +84.6% | +36.6% |
| All | +111.0% | +24.7% | +86.3% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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