+135.1%
BP vs PBF
+265.5%
-130.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | 0.0% |
| 7D | -11.6% | -13.8% | +2.1% | -8.5% |
| 30D | 0.0% | -19.6% | +19.7% | +5.0% |
| 3M | +6.7% | +10.3% | -3.5% | +3.1% |
| 6M | +2.2% | +63.4% | -61.3% | -11.1% |
| YTD | +33.0% | +152.6% | -119.7% | +2.4% |
| 1Y | +30.7% | +87.4% | -56.6% | +7.8% |
| 3Y | +44.2% | +63.3% | -19.1% | +16.6% |
| 5Y | +105.1% | +412.5% | -307.3% | +18.9% |
| 10Y | +133.5% | +282.5% | -149.0% | +15.6% |
| All | +135.1% | +265.5% | -130.3% | +16.8% |
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 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