-8.5%
BX vs PBF
+120.1%
-128.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -6.7% | +12.9% | +5.8% |
| 7D | +8.3% | -0.9% | +9.2% | +8.2% |
| 30D | +13.5% | -13.7% | +27.3% | +12.7% |
| 3M | -7.6% | +10.6% | -18.2% | -6.9% |
| 6M | +4.0% | +61.2% | -57.1% | +7.7% |
| YTD | -15.2% | +172.7% | -187.9% | -10.7% |
| 1Y | -8.5% | +111.0% | -119.5% | -3.6% |
| All | -8.5% | +120.1% | -128.5% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling