+977.1%
BE vs PBF
+112.0%
+865.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.5% | -2.8% |
| 7D | +23.9% | +1.4% | +22.6% | +23.6% |
| 30D | +27.8% | +15.8% | +12.0% | +23.2% |
| 3M | +3.7% | +90.3% | -86.5% | -11.7% |
| 6M | +78.0% | +102.8% | -24.9% | +46.4% |
| YTD | +209.9% | +187.3% | +22.6% | +133.4% |
| 1Y | +389.6% | +161.8% | +227.8% | +274.5% |
| 3Y | +1,730.6% | +55.5% | +1,675.1% | +1,409.1% |
| 5Y | +1,227.8% | +801.9% | +425.9% | +555.2% |
| All | +977.1% | +112.0% | +865.1% | +550.0% |
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