+6.1%
B vs PBF
+89.6%
-83.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.2% | -5.4% | -2.9% |
| 7D | -6.2% | +4.3% | -10.5% | -5.7% |
| 30D | -6.6% | -21.8% | +15.2% | -9.0% |
| 3M | -7.9% | +1.7% | -9.6% | -7.1% |
| 6M | -16.8% | +69.8% | -86.6% | -10.3% |
| YTD | -11.7% | +167.7% | -179.4% | -9.5% |
| All | +6.1% | +89.6% | -83.5% | +22.4% |
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