+668.0%
BE vs PBF
+98.4%
+569.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.5% | -5.4% | -5.0% |
| 7D | +10.8% | +6.5% | +4.4% | +9.4% |
| 30D | -19.8% | -20.0% | +0.2% | -15.4% |
| 3M | -18.7% | -3.3% | -15.4% | -18.6% |
| 6M | -33.7% | +76.8% | -110.5% | -43.1% |
| YTD | +121.0% | +168.9% | -48.0% | +68.4% |
| 1Y | +85.4% | +96.4% | -11.0% | +52.1% |
| 3Y | +1,709.5% | +77.2% | +1,632.3% | +1,340.6% |
| 5Y | +462.2% | +417.7% | +44.5% | +219.3% |
| All | +668.0% | +98.4% | +569.5% | +368.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling