+911.5%
BE vs PBF
+106.0%
+805.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.3% | +8.7% | +7.7% |
| 7D | +20.0% | +4.3% | +15.7% | +18.8% |
| 30D | +7.9% | +22.0% | -14.1% | +2.5% |
| 3M | -13.2% | +74.5% | -87.7% | -24.7% |
| 6M | +53.5% | +67.7% | -14.2% | +31.6% |
| YTD | +191.0% | +179.2% | +11.8% | +120.6% |
| 1Y | +360.5% | +170.0% | +190.5% | +249.5% |
| 3Y | +1,568.0% | +66.4% | +1,501.6% | +1,250.2% |
| 5Y | +1,055.2% | +764.5% | +290.7% | +475.1% |
| All | +911.5% | +106.0% | +805.5% | +514.1% |
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 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