+9.7%
BKR vs PBF
+120.1%
-110.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -6.7% | +1.1% | -4.9% |
| 7D | -8.8% | -0.9% | -7.9% | -8.6% |
| 30D | -13.1% | -13.7% | +0.6% | -12.1% |
| 3M | -18.9% | +10.6% | -29.5% | -20.1% |
| 6M | -27.2% | +61.2% | -88.4% | -30.8% |
| YTD | +10.7% | +172.7% | -162.0% | -5.7% |
| 1Y | +9.7% | +111.0% | -101.4% | -0.4% |
| All | +9.7% | +120.1% | -110.4% | -0.4% |
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