+68.3%
B vs PBF
+303.9%
-235.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.2% |
| 7D | -1.6% | +4.3% | -5.9% | -1.7% |
| 30D | +9.4% | +22.0% | -12.5% | +9.0% |
| 3M | +5.0% | +74.5% | -69.5% | +3.9% |
| 6M | -3.5% | +67.7% | -71.2% | -4.7% |
| YTD | +4.5% | +179.2% | -174.7% | +1.8% |
| 1Y | +67.8% | +170.0% | -102.2% | +63.6% |
| 3Y | +196.7% | +66.4% | +130.3% | +190.1% |
| 5Y | +151.9% | +764.5% | -612.6% | +143.1% |
| 10Y | +202.2% | +358.5% | -156.4% | +181.1% |
| All | +68.3% | +303.9% | -235.6% | +35.3% |
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