+133.9%
BP vs PBF
+351.3%
-217.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | +4.0% | +1.4% | +2.6% | +3.6% |
| 30D | +7.8% | +15.8% | -8.0% | +3.6% |
| 3M | +8.4% | +90.3% | -81.9% | -8.8% |
| 6M | +15.1% | +102.8% | -87.8% | -5.4% |
| YTD | +36.4% | +187.3% | -150.9% | +1.7% |
| 1Y | +40.9% | +161.8% | -120.9% | +6.2% |
| 3Y | +38.8% | +55.5% | -16.6% | +13.4% |
| 5Y | +141.1% | +801.9% | -660.8% | +18.6% |
| 10Y | +133.9% | +362.2% | -228.3% | +14.8% |
| All | +133.9% | +351.3% | -217.4% | +14.8% |
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