+735.7%
ALL vs PBF
+265.5%
+470.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -4.3% |
| 7D | -1.9% | -13.8% | +11.8% | -0.4% |
| 30D | +13.8% | -19.6% | +33.4% | +16.3% |
| 3M | -7.0% | +10.3% | -17.2% | -8.5% |
| 6M | +18.0% | +63.4% | -45.4% | +10.4% |
| YTD | +24.2% | +152.6% | -128.4% | +9.3% |
| 1Y | +31.2% | +87.4% | -56.2% | +19.2% |
| 3Y | +107.5% | +63.3% | +44.3% | +85.4% |
| 5Y | +144.8% | +412.5% | -267.7% | +80.0% |
| 10Y | +375.8% | +282.5% | +93.3% | +206.7% |
| All | +735.7% | +265.5% | +470.3% | +425.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling