+55.3%
BE vs PBF
+120.1%
-64.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -6.7% | +0.3% | -5.1% |
| 7D | -12.1% | -0.9% | -11.2% | -11.9% |
| 30D | -30.1% | -13.7% | -16.4% | -28.4% |
| 3M | -12.1% | +10.6% | -22.8% | -14.8% |
| 6M | -30.6% | +61.2% | -91.7% | -35.7% |
| YTD | +130.6% | +172.7% | -42.1% | +51.8% |
| 1Y | +55.3% | +111.0% | -55.7% | +19.3% |
| All | +55.3% | +120.1% | -64.8% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling