+120.2%
BKR vs PBF
+374.8%
-254.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.0% |
| 7D | -7.0% | +5.3% | -12.3% | -8.4% |
| 30D | -8.1% | +11.7% | -19.9% | -11.4% |
| 3M | -6.6% | +91.1% | -97.7% | -24.0% |
| 6M | +0.9% | +88.4% | -87.6% | -19.0% |
| YTD | +31.1% | +194.1% | -163.0% | -9.8% |
| 1Y | +27.7% | +180.4% | -152.7% | -12.0% |
| 3Y | +71.2% | +59.3% | +11.9% | +32.1% |
| 5Y | +177.6% | +816.3% | -638.6% | +15.8% |
| All | +120.2% | +374.8% | -254.7% | -8.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling