+1,756.8%
BX vs PBF
+303.9%
+1,452.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.9% |
| 7D | -4.4% | +4.3% | -8.7% | -5.0% |
| 30D | +0.1% | +22.0% | -21.9% | -3.2% |
| 3M | +16.0% | +74.5% | -58.5% | +4.8% |
| 6M | +21.6% | +67.7% | -46.1% | +9.1% |
| YTD | -8.9% | +179.2% | -188.1% | -25.7% |
| 1Y | -16.6% | +170.0% | -186.6% | -32.5% |
| 3Y | +43.3% | +66.4% | -23.0% | +21.6% |
| 5Y | +25.7% | +764.5% | -738.8% | -25.2% |
| 10Y | +689.5% | +358.5% | +331.0% | +319.1% |
| All | +1,756.8% | +303.9% | +1,452.9% | +889.5% |
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