+77.2%
PBF vs ETR
+155.2%
-78.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +6.5% | +1.2% | +5.3% | +6.4% |
| 30D | -20.0% | +7.0% | -27.0% | -20.2% |
| 3M | -3.3% | +4.6% | -7.9% | -3.5% |
| 6M | +76.8% | +0.1% | +76.7% | +76.6% |
| YTD | +168.9% | +23.2% | +145.8% | +164.3% |
| 1Y | +96.4% | +20.6% | +75.8% | +93.3% |
| 3Y | +77.2% | +156.3% | -79.1% | +52.7% |
| All | +77.2% | +155.2% | -78.0% | +52.7% |
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 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