+173.1%
BKR vs PBF
+318.7%
-145.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.7% | -7.4% | -6.9% |
| 7D | -6.7% | +2.3% | -9.0% | -7.3% |
| 30D | -8.3% | +11.6% | -19.9% | -11.5% |
| 3M | -5.4% | +81.7% | -87.1% | -21.2% |
| 6M | +0.8% | +96.4% | -95.6% | -19.3% |
| YTD | +31.8% | +189.5% | -157.6% | -7.3% |
| 1Y | +28.6% | +180.7% | -152.2% | -9.8% |
| 3Y | +71.2% | +56.6% | +14.6% | +34.4% |
| 5Y | +179.2% | +802.0% | -622.7% | +23.5% |
| 10Y | +124.0% | +365.7% | -241.7% | -6.8% |
| All | +173.1% | +318.7% | -145.6% | +17.9% |
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