+304.1%
PBF vs ETR
+509.8%
-205.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.3% | +5.5% | +5.7% |
| 7D | -4.0% | +0.1% | -4.1% | -4.0% |
| 30D | -18.0% | +7.7% | -25.7% | -20.7% |
| 3M | +0.9% | +5.7% | -4.8% | -1.7% |
| 6M | +65.7% | -0.3% | +66.0% | +64.8% |
| YTD | +161.9% | +23.4% | +138.5% | +134.0% |
| 1Y | +77.8% | +18.5% | +59.3% | +61.9% |
| 3Y | +74.9% | +155.6% | -80.7% | +3.6% |
| 5Y | +423.4% | +158.7% | +264.7% | +200.6% |
| 10Y | +255.2% | +377.8% | -122.6% | +83.8% |
| All | +304.1% | +509.8% | -205.7% | +87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling