+635.8%
BX vs PBF
+260.7%
+375.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.3% |
| 7D | +0.6% | +6.5% | -5.9% | -0.4% |
| 30D | +14.2% | -20.0% | +34.2% | +17.8% |
| 3M | -18.7% | -3.3% | -15.4% | -19.1% |
| 6M | +2.5% | +76.8% | -74.3% | -8.4% |
| YTD | -18.8% | +168.9% | -187.8% | -33.7% |
| 1Y | -10.3% | +96.4% | -106.7% | -23.0% |
| 3Y | +35.4% | +77.2% | -41.8% | +13.1% |
| 5Y | +0.3% | +417.7% | -417.5% | -34.1% |
| All | +635.8% | +260.7% | +375.1% | +313.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling