+55.7%
PBF vs ETR
+148.1%
-92.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | -0.3% |
| 7D | +1.4% | +0.4% | +1.0% | +1.4% |
| 30D | +15.8% | +2.0% | +13.8% | +15.7% |
| 3M | +90.3% | -1.7% | +92.0% | +90.2% |
| 6M | +102.8% | +3.6% | +99.2% | +101.8% |
| YTD | +187.3% | +18.0% | +169.3% | +181.9% |
| 1Y | +161.8% | +26.2% | +135.6% | +155.1% |
| All | +55.7% | +148.1% | -92.4% | +34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling