+180.4%
PBF vs ETR
+21.8%
+158.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.5% |
| 7D | +5.3% | -1.8% | +7.1% | +5.0% |
| 30D | +11.7% | -1.8% | +13.5% | +11.5% |
| 3M | +91.1% | -3.6% | +94.7% | +89.8% |
| 6M | +88.4% | +2.6% | +85.8% | +89.9% |
| YTD | +194.1% | +16.0% | +178.0% | +198.5% |
| 1Y | +180.4% | +20.1% | +160.3% | +201.7% |
| All | +180.4% | +21.8% | +158.6% | +201.7% |
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