+55.3%
B vs PBF
+176.6%
-121.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.3% | -4.7% | -1.2% |
| 7D | +2.3% | +2.4% | -0.1% | +2.5% |
| 30D | +1.4% | +24.9% | -23.5% | +3.1% |
| 3M | +12.2% | +81.9% | -69.7% | +16.7% |
| 6M | -2.1% | +79.4% | -81.5% | +1.3% |
| YTD | +2.9% | +188.3% | -185.4% | +0.5% |
| 1Y | +55.3% | +177.3% | -122.0% | +55.0% |
| All | +55.3% | +176.6% | -121.3% | +55.0% |
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 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