+370.0%
ALL vs PBF
+259.1%
+110.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.5% |
| 7D | 0.0% | +4.3% | -4.3% | -0.5% |
| 30D | +12.8% | -21.8% | +34.6% | +15.7% |
| 3M | +4.7% | +1.7% | +2.9% | +3.8% |
| 6M | +24.9% | +69.8% | -44.8% | +16.1% |
| YTD | +30.0% | +167.7% | -137.7% | +13.0% |
| 1Y | +29.9% | +89.0% | -59.0% | +17.5% |
| 3Y | +117.5% | +78.8% | +38.8% | +91.3% |
| 5Y | +161.7% | +415.4% | -253.7% | +89.0% |
| All | +370.0% | +259.1% | +110.9% | +201.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 10y: compounded portfolio wealth divided by compounded PBF 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…
10y analysis · Full analysis span regression · 6 months rolling