+131.3%
BP vs PBF
+303.9%
-172.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.8% |
| 7D | +3.9% | +4.3% | -0.4% | +2.9% |
| 30D | +7.6% | +22.0% | -14.4% | +2.2% |
| 3M | +0.7% | +74.5% | -73.8% | -13.0% |
| 6M | +15.5% | +67.7% | -52.2% | -0.3% |
| YTD | +30.8% | +179.2% | -148.4% | -0.9% |
| 1Y | +34.3% | +170.0% | -135.7% | +1.4% |
| 3Y | +35.1% | +66.4% | -31.3% | +9.2% |
| 5Y | +126.8% | +764.5% | -637.7% | +15.9% |
| 10Y | +123.4% | +358.5% | -235.2% | +6.6% |
| All | +131.3% | +303.9% | -172.5% | +13.0% |
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