+341.8%
PBF vs ET
+177.0%
+164.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.3% |
| 7D | +5.3% | +0.2% | +5.1% | +5.1% |
| 30D | +11.7% | +2.9% | +8.9% | +8.8% |
| 3M | +91.1% | +16.8% | +74.3% | +66.0% |
| 6M | +88.4% | +18.9% | +69.6% | +61.8% |
| YTD | +194.1% | +37.7% | +156.4% | +122.2% |
| 1Y | +180.4% | +32.4% | +148.0% | +119.5% |
| 3Y | +59.3% | +99.5% | -40.2% | -15.4% |
| 5Y | +816.3% | +244.0% | +572.3% | +205.0% |
| All | +341.8% | +177.0% | +164.8% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling