+356.7%
C vs PBF
+287.3%
+69.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.4% | -0.6% |
| 7D | +4.7% | +4.3% | +0.5% | +3.7% |
| 30D | +0.2% | -21.8% | +22.0% | +5.2% |
| 3M | -9.3% | +1.7% | -11.1% | -11.0% |
| 6M | -0.8% | +69.8% | -70.6% | -14.4% |
| YTD | +8.5% | +167.7% | -159.2% | -18.1% |
| 1Y | +23.1% | +89.0% | -65.9% | +0.4% |
| 3Y | +220.8% | +78.8% | +142.0% | +149.8% |
| 5Y | +112.4% | +415.4% | -303.0% | +14.8% |
| 10Y | +217.9% | +263.1% | -45.2% | +42.5% |
| All | +356.7% | +287.3% | +69.4% | +93.3% |
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 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