+732.4%
ALL vs PBF
+277.8%
+454.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.8% | -0.8% |
| 7D | -3.9% | -7.4% | +3.5% | -3.1% |
| 30D | +10.6% | -17.5% | +28.1% | +12.7% |
| 3M | -4.6% | +13.1% | -17.7% | -6.4% |
| 6M | +20.2% | +72.6% | -52.4% | +11.8% |
| YTD | +23.7% | +161.2% | -137.5% | +8.4% |
| 1Y | +27.9% | +93.3% | -65.4% | +15.8% |
| 3Y | +109.2% | +80.7% | +28.5% | +84.6% |
| 5Y | +148.0% | +396.1% | -248.1% | +83.4% |
| 10Y | +363.8% | +252.3% | +111.5% | +201.2% |
| All | +732.4% | +277.8% | +454.5% | +421.8% |
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 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