+802.0%
PBF vs ET
+241.7%
+560.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.5% |
| 7D | +2.3% | +1.4% | +1.0% | +1.0% |
| 30D | +11.6% | +4.6% | +7.0% | +6.6% |
| 3M | +81.7% | +16.0% | +65.7% | +56.6% |
| 6M | +96.4% | +22.8% | +73.6% | +60.9% |
| YTD | +189.5% | +38.9% | +150.6% | +110.8% |
| 1Y | +180.7% | +34.1% | +146.7% | +111.6% |
| 3Y | +56.6% | +98.8% | -42.2% | -25.0% |
| 5Y | +802.0% | +246.8% | +555.2% | +135.3% |
| All | +802.0% | +241.7% | +560.3% | +135.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling