+29.9%
ALL vs PBF
+82.2%
-52.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | 0.0% | +1.7% |
| 7D | 0.0% | +3.8% | -3.8% | -0.1% |
| 30D | +12.8% | -22.2% | +35.0% | +13.5% |
| 3M | +4.7% | +1.3% | +3.4% | +4.6% |
| 6M | +24.9% | +69.0% | -44.1% | +22.3% |
| YTD | +30.0% | +166.5% | -136.5% | +25.3% |
| 1Y | +29.9% | +88.1% | -58.1% | +25.8% |
| All | +29.9% | +82.2% | -52.3% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling