+801.9%
PBF vs ETR
+122.8%
+679.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | -0.1% |
| 7D | +1.4% | +0.4% | +1.0% | +1.3% |
| 30D | +15.8% | +2.0% | +13.8% | +15.5% |
| 3M | +90.3% | -1.7% | +92.0% | +90.5% |
| 6M | +102.8% | +3.6% | +99.2% | +100.7% |
| YTD | +187.3% | +18.0% | +169.3% | +176.6% |
| 1Y | +161.8% | +26.2% | +135.6% | +148.4% |
| 3Y | +55.5% | +148.0% | -92.5% | +21.8% |
| 5Y | +801.9% | +126.1% | +675.9% | +610.8% |
| All | +801.9% | +122.8% | +679.1% | +610.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling