+218.3%
C vs PBF
+261.5%
-43.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.8% | -4.2% | +0.3% |
| 7D | -0.4% | -4.0% | +3.6% | +0.4% |
| 30D | -5.3% | -18.0% | +12.7% | -1.7% |
| 3M | -8.0% | +0.9% | -8.9% | -9.5% |
| 6M | -0.3% | +65.7% | -66.0% | -13.8% |
| YTD | +8.6% | +161.9% | -153.2% | -18.3% |
| 1Y | +25.8% | +77.8% | -52.0% | +3.4% |
| 3Y | +221.2% | +74.9% | +146.3% | +149.4% |
| 5Y | +113.6% | +423.4% | -309.8% | +11.2% |
| 10Y | +218.3% | +255.2% | -36.8% | +39.3% |
| All | +218.3% | +261.5% | -43.2% | +39.3% |
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