+111.0%
PBF vs ETR
+18.4%
+92.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.7% | -9.4% | -6.3% |
| 7D | -0.9% | +3.7% | -4.6% | -0.5% |
| 30D | -13.7% | +11.0% | -24.7% | -12.8% |
| 3M | +10.6% | +3.4% | +7.2% | +10.9% |
| 6M | +61.2% | -3.3% | +64.5% | +60.5% |
| YTD | +172.7% | +23.3% | +149.5% | +172.4% |
| 1Y | +111.0% | +19.2% | +91.8% | +112.7% |
| All | +111.0% | +18.4% | +92.6% | +112.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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