+157.6%
B vs PBF
+772.7%
-615.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.2% |
| 7D | -1.6% | +4.3% | -5.9% | -1.8% |
| 30D | +9.4% | +22.0% | -12.5% | +8.4% |
| 3M | +5.0% | +74.5% | -69.5% | +2.0% |
| 6M | -3.5% | +67.7% | -71.2% | -6.6% |
| YTD | +4.5% | +179.2% | -174.7% | -3.0% |
| 1Y | +67.8% | +170.0% | -102.2% | +55.9% |
| 3Y | +196.7% | +66.4% | +130.3% | +180.3% |
| All | +157.6% | +772.7% | -615.0% | +128.6% |
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