+330.8%
PBF vs ETR
+484.1%
-153.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | +4.3% | +1.4% | +2.9% | +3.6% |
| 30D | +22.0% | +1.0% | +21.0% | +21.3% |
| 3M | +74.5% | -1.3% | +75.8% | +74.7% |
| 6M | +67.7% | +1.9% | +65.8% | +64.3% |
| YTD | +179.2% | +18.2% | +161.0% | +154.5% |
| 1Y | +170.0% | +24.7% | +145.3% | +139.1% |
| 3Y | +66.4% | +150.7% | -84.3% | -0.9% |
| 5Y | +764.5% | +127.0% | +637.5% | +430.3% |
| 10Y | +358.5% | +295.5% | +63.1% | +150.5% |
| All | +330.8% | +484.1% | -153.3% | +104.1% |
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