+331.7%
PBF vs ETR
+303.8%
+27.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | +0.3% |
| 7D | +1.4% | +0.4% | +1.0% | +1.2% |
| 30D | +15.8% | +2.0% | +13.8% | +14.6% |
| 3M | +90.3% | -1.7% | +92.0% | +91.1% |
| 6M | +102.8% | +3.6% | +99.2% | +96.6% |
| YTD | +187.3% | +18.0% | +169.3% | +159.6% |
| 1Y | +161.8% | +26.2% | +135.6% | +127.5% |
| 3Y | +55.5% | +148.0% | -92.5% | -12.6% |
| 5Y | +801.9% | +126.1% | +675.9% | +421.5% |
| All | +331.7% | +303.8% | +27.9% | +146.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling