+344.9%
PBF vs ET
+400.5%
-55.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.2% | +3.2% |
| 7D | +2.4% | +0.4% | +2.0% | +2.1% |
| 30D | +24.9% | +6.9% | +18.0% | +20.5% |
| 3M | +81.9% | +13.1% | +68.8% | +70.3% |
| 6M | +79.4% | +18.7% | +60.7% | +64.1% |
| YTD | +188.3% | +37.4% | +150.9% | +144.4% |
| 1Y | +177.3% | +34.8% | +142.4% | +137.6% |
| 3Y | +56.0% | +96.8% | -40.8% | +9.5% |
| 5Y | +804.0% | +238.2% | +565.8% | +394.8% |
| 10Y | +334.1% | +159.4% | +174.7% | +150.8% |
| All | +344.9% | +400.5% | -55.6% | +94.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling