+14.8%
BND vs PBF
+374.8%
-360.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.1% |
| 7D | -1.0% | +5.3% | -6.3% | -1.0% |
| 30D | -1.1% | +11.7% | -12.8% | -1.1% |
| 3M | -1.9% | +91.1% | -92.9% | -1.8% |
| 6M | -1.6% | +88.4% | -90.1% | -1.6% |
| YTD | -1.2% | +194.1% | -195.3% | -1.2% |
| 1Y | -0.7% | +180.4% | -181.2% | -0.7% |
| 3Y | +12.5% | +59.3% | -46.8% | +12.6% |
| 5Y | -2.5% | +816.3% | -818.8% | -3.3% |
| All | +14.8% | +374.8% | -360.0% | +12.3% |
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