+113.6%
C vs PBF
+419.4%
-305.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +4.2% | +6.5% | -2.3% | +3.4% |
| 30D | +2.0% | -20.0% | +22.0% | +4.2% |
| 3M | -10.1% | -3.3% | -6.8% | -10.4% |
| 6M | +1.0% | +76.8% | -75.8% | -6.9% |
| YTD | +8.5% | +168.9% | -160.5% | -7.4% |
| 1Y | +25.7% | +96.4% | -70.6% | +12.1% |
| 3Y | +216.0% | +77.2% | +138.8% | +172.2% |
| All | +113.6% | +419.4% | -305.8% | +56.3% |
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 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