+808.3%
BNY vs PBF
+315.7%
+492.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | +0.3% | +1.4% | -1.1% | +0.1% |
| 30D | +1.9% | +15.8% | -13.9% | -0.7% |
| 3M | +13.9% | +90.3% | -76.4% | +1.6% |
| 6M | +42.3% | +102.8% | -60.5% | +24.3% |
| YTD | +41.8% | +187.3% | -145.5% | +15.8% |
| 1Y | +57.9% | +161.8% | -103.9% | +29.7% |
| 3Y | +290.7% | +55.5% | +235.3% | +237.1% |
| 5Y | +252.3% | +801.9% | -549.6% | +104.4% |
| 10Y | +412.8% | +362.2% | +50.6% | +172.9% |
| All | +808.3% | +315.7% | +492.7% | +362.4% |
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 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