+1,683.6%
BE vs PBF
+74.2%
+1,609.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.4% | +8.5% | +11.3% |
| 7D | -1.2% | -7.4% | +6.2% | +0.5% |
| 30D | -30.9% | -17.5% | -13.4% | -28.4% |
| 3M | -11.6% | +13.1% | -24.7% | -14.2% |
| 6M | -25.7% | +72.6% | -98.4% | -33.3% |
| YTD | +123.1% | +161.2% | -38.1% | +77.8% |
| 1Y | +43.4% | +93.3% | -49.9% | +21.7% |
| 3Y | +1,683.6% | +80.7% | +1,602.9% | +1,236.1% |
| All | +1,683.6% | +74.2% | +1,609.5% | +1,236.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling