+52.5%
B vs PBF
+265.5%
-212.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +0.6% |
| 7D | +9.6% | -13.8% | +23.3% | +9.8% |
| 30D | +3.5% | -19.6% | +23.1% | +3.8% |
| 3M | -1.6% | +10.3% | -11.8% | -1.9% |
| 6M | -1.7% | +63.4% | -65.1% | -2.7% |
| YTD | -5.3% | +152.6% | -158.0% | -7.7% |
| 1Y | +27.2% | +87.4% | -60.1% | +24.9% |
| 3Y | +166.1% | +63.3% | +102.9% | +160.1% |
| 5Y | +136.5% | +412.5% | -276.0% | +128.5% |
| 10Y | +172.2% | +282.5% | -110.3% | +156.2% |
| All | +52.5% | +265.5% | -212.9% | +22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling