+18.8%
BX vs PBF
+817.4%
-798.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.3% | -3.6% |
| 7D | -5.7% | +1.4% | -7.0% | -5.8% |
| 30D | -8.9% | +15.8% | -24.7% | -10.5% |
| 3M | +8.4% | +90.3% | -81.9% | -0.5% |
| 6M | +18.9% | +102.8% | -83.9% | +7.0% |
| YTD | -13.6% | +187.3% | -201.0% | -26.7% |
| 1Y | -22.4% | +161.8% | -184.3% | -34.0% |
| 3Y | +26.0% | +55.5% | -29.5% | +10.2% |
| 5Y | +18.8% | +801.9% | -783.1% | -13.8% |
| All | +18.8% | +817.4% | -798.6% | -13.8% |
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 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