+130.7%
C vs PBF
+772.7%
-642.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.2% |
| 7D | +3.6% | +4.3% | -0.7% | +3.1% |
| 30D | +0.1% | +22.0% | -21.9% | -2.4% |
| 3M | +2.4% | +74.5% | -72.1% | -4.9% |
| 6M | +24.9% | +67.7% | -42.7% | +15.4% |
| YTD | +19.8% | +179.2% | -159.4% | +2.2% |
| 1Y | +44.9% | +170.0% | -125.1% | +23.0% |
| 3Y | +263.0% | +66.4% | +196.6% | +216.9% |
| All | +130.7% | +772.7% | -642.0% | +53.6% |
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