+105.5%
B vs PBF
+419.4%
-313.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.7% |
| 7D | -7.3% | +6.5% | -13.8% | -7.5% |
| 30D | -3.3% | -20.0% | +16.7% | -2.7% |
| 3M | -7.8% | -3.3% | -4.4% | -7.9% |
| 6M | -15.5% | +76.8% | -92.4% | -18.3% |
| YTD | -12.3% | +168.9% | -181.2% | -18.9% |
| 1Y | +5.4% | +96.4% | -91.0% | -0.1% |
| 3Y | +165.5% | +77.2% | +88.3% | +148.9% |
| All | +105.5% | +419.4% | -313.9% | +84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling