+25.0%
BND vs PBF
+289.1%
-264.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | -1.4% | +6.5% | -7.9% | -1.4% |
| 30D | +0.6% | -20.0% | +20.6% | +0.6% |
| 3M | -1.6% | -3.3% | +1.7% | -1.6% |
| 6M | -1.5% | +76.8% | -78.4% | -1.5% |
| YTD | -1.5% | +168.9% | -170.4% | -1.4% |
| 1Y | -1.1% | +96.4% | -97.4% | -1.0% |
| 3Y | +13.6% | +77.2% | -63.6% | +13.7% |
| 5Y | -1.8% | +417.7% | -419.6% | -2.0% |
| 10Y | +17.0% | +264.7% | -247.7% | +15.2% |
| All | +25.0% | +289.1% | -264.1% | +22.9% |
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