+751.3%
ALL vs PBF
+303.9%
+447.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.2% |
| 7D | 0.0% | +4.3% | -4.3% | -0.4% |
| 30D | -1.5% | +22.0% | -23.5% | -3.8% |
| 3M | +23.6% | +74.5% | -50.9% | +15.4% |
| 6M | +22.3% | +67.7% | -45.3% | +13.9% |
| YTD | +26.5% | +179.2% | -152.7% | +10.5% |
| 1Y | +27.0% | +170.0% | -143.0% | +10.6% |
| 3Y | +149.6% | +66.4% | +83.2% | +123.3% |
| 5Y | +118.1% | +764.5% | -646.4% | +49.3% |
| 10Y | +369.0% | +358.5% | +10.4% | +197.3% |
| All | +751.3% | +303.9% | +447.5% | +432.0% |
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