+166.1%
B vs PBF
+59.0%
+107.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +0.6% |
| 7D | +9.6% | -13.8% | +23.3% | +9.7% |
| 30D | +3.5% | -19.6% | +23.1% | +3.7% |
| 3M | -1.6% | +10.3% | -11.8% | -2.2% |
| 6M | -1.7% | +63.4% | -65.1% | -4.0% |
| YTD | -5.3% | +152.6% | -158.0% | -12.9% |
| 1Y | +27.2% | +87.4% | -60.1% | +20.9% |
| 3Y | +166.1% | +63.3% | +102.9% | +156.0% |
| All | +166.1% | +59.0% | +107.1% | +156.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling