+1,784.6%
BE vs PBF
+62.4%
+1,722.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.3% | +6.4% | +9.0% |
| 7D | +29.8% | +2.4% | +27.4% | +29.2% |
| 30D | +26.4% | +24.9% | +1.5% | +20.6% |
| 3M | +9.3% | +81.9% | -72.5% | -2.8% |
| 6M | +105.1% | +79.4% | +25.7% | +78.8% |
| YTD | +219.0% | +188.3% | +30.7% | +147.4% |
| 1Y | +418.8% | +177.3% | +241.5% | +305.6% |
| 3Y | +1,784.6% | +56.0% | +1,728.6% | +1,469.6% |
| All | +1,784.6% | +62.4% | +1,722.2% | +1,469.6% |
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