+389.6%
BE vs PBF
+172.0%
+217.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +24.1% |
| 3M | +3.7% | +90.3% | -86.5% | -6.8% |
| 6M | +78.0% | +102.8% | -24.9% | +50.8% |
| YTD | +209.9% | +187.3% | +22.6% | +123.3% |
| 1Y | +389.6% | +161.8% | +227.8% | +279.4% |
| All | +389.6% | +172.0% | +217.6% | +279.4% |
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