+356.1%
ALL vs PBF
+354.3%
+1.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.3% | -5.6% | -2.7% |
| 7D | -1.7% | +2.4% | -4.1% | -2.0% |
| 30D | -4.7% | +24.9% | -29.5% | -7.2% |
| 3M | +18.4% | +81.9% | -63.5% | +9.8% |
| 6M | +20.5% | +79.4% | -58.9% | +11.2% |
| YTD | +23.5% | +188.3% | -164.8% | +7.2% |
| 1Y | +29.0% | +177.3% | -148.3% | +11.6% |
| 3Y | +153.7% | +56.0% | +97.7% | +128.7% |
| 5Y | +114.8% | +804.0% | -689.2% | +43.7% |
| 10Y | +356.1% | +334.1% | +22.0% | +191.8% |
| All | +356.1% | +354.3% | +1.9% | +191.8% |
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