+36.4%
BP vs PBF
+62.4%
-25.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.3% | -0.8% | +1.7% |
| 7D | +0.9% | +2.4% | -1.5% | +0.4% |
| 30D | +9.1% | +24.9% | -15.7% | +3.2% |
| 3M | +3.9% | +81.9% | -77.9% | -10.8% |
| 6M | +13.6% | +79.4% | -65.7% | -3.0% |
| YTD | +34.0% | +188.3% | -154.3% | +1.4% |
| 1Y | +39.2% | +177.3% | -138.1% | +4.9% |
| 3Y | +36.4% | +56.0% | -19.6% | +8.5% |
| All | +36.4% | +62.4% | -25.9% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling