+220.1%
C vs PBF
+299.9%
-79.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.4% | -0.9% | +1.7% |
| 7D | -0.9% | -7.4% | +6.4% | +0.7% |
| 30D | -5.4% | -17.5% | +12.1% | -1.8% |
| 3M | -9.2% | +13.1% | -22.3% | -13.0% |
| 6M | -1.8% | +72.6% | -74.5% | -15.9% |
| YTD | +6.7% | +161.2% | -154.5% | -19.7% |
| 1Y | +23.5% | +93.3% | -69.8% | -0.5% |
| 3Y | +219.8% | +80.7% | +139.1% | +146.5% |
| 5Y | +112.4% | +396.1% | -283.7% | +12.4% |
| 10Y | +220.1% | +252.3% | -32.2% | +41.0% |
| All | +220.1% | +299.9% | -79.8% | +41.0% |
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