+641.7%
BE vs PBF
+82.6%
+559.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.2% | +0.9% | -3.1% |
| 7D | -13.4% | -15.3% | +1.9% | -9.7% |
| 30D | -33.9% | -21.8% | -12.1% | -30.0% |
| 3M | -12.0% | -0.2% | -11.8% | -12.6% |
| 6M | -29.0% | +63.6% | -92.6% | -37.9% |
| YTD | +113.4% | +147.5% | -34.1% | +65.7% |
| 1Y | +33.2% | +69.8% | -36.7% | +13.0% |
| 3Y | +1,659.2% | +65.3% | +1,593.9% | +1,322.2% |
| 5Y | +461.4% | +393.4% | +68.0% | +221.9% |
| All | +641.7% | +82.6% | +559.0% | +361.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling