+211.9%
B vs PBF
+351.3%
-139.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | +1.0% | +1.4% | -0.3% | +1.0% |
| 30D | +9.5% | +15.8% | -6.4% | +9.5% |
| 3M | +14.3% | +90.3% | -75.9% | +14.1% |
| 6M | -1.9% | +102.8% | -104.7% | -2.2% |
| YTD | +4.1% | +187.3% | -183.2% | +3.2% |
| 1Y | +56.1% | +161.8% | -105.7% | +55.0% |
| 3Y | +202.0% | +55.5% | +146.5% | +198.8% |
| 5Y | +158.8% | +801.9% | -643.1% | +164.7% |
| 10Y | +211.9% | +362.2% | -150.3% | +206.7% |
| All | +211.9% | +351.3% | -139.4% | +206.7% |
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