+141.1%
BP vs PBF
+817.4%
-676.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.0% |
| 6M | +15.1% | +102.8% | -87.8% | -5.6% |
| YTD | +36.4% | +187.3% | -150.9% | +1.2% |
| 1Y | +40.9% | +161.8% | -120.9% | +5.7% |
| 3Y | +38.8% | +55.5% | -16.6% | +12.6% |
| 5Y | +141.1% | +801.9% | -660.8% | +21.2% |
| All | +141.1% | +817.4% | -676.3% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling