+334.9%
PBF vs ETR
+298.4%
+36.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.1% | +1.4% |
| 7D | +2.3% | -1.9% | +4.2% | +3.3% |
| 30D | +11.6% | -0.2% | +11.8% | +11.5% |
| 3M | +81.7% | -3.7% | +85.5% | +84.3% |
| 6M | +96.4% | +2.1% | +94.4% | +91.8% |
| YTD | +189.5% | +16.5% | +173.0% | +163.2% |
| 1Y | +180.7% | +22.5% | +158.2% | +147.8% |
| 3Y | +56.6% | +144.7% | -88.0% | -11.4% |
| 5Y | +802.0% | +125.2% | +676.8% | +421.2% |
| All | +334.9% | +298.4% | +36.5% | +150.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling