+338.2%
C vs PBF
+265.5%
+72.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.9% |
| 7D | -2.4% | -13.8% | +11.4% | +0.7% |
| 30D | -6.0% | -19.6% | +13.6% | -2.1% |
| 3M | -10.5% | +10.3% | -20.8% | -13.7% |
| 6M | -5.7% | +63.4% | -69.2% | -17.9% |
| YTD | +4.1% | +152.6% | -148.5% | -20.4% |
| 1Y | +20.5% | +87.4% | -66.9% | -1.7% |
| 3Y | +208.1% | +63.3% | +144.9% | +145.1% |
| 5Y | +110.4% | +412.5% | -302.1% | +13.5% |
| 10Y | +234.6% | +282.5% | -47.9% | +48.6% |
| All | +338.2% | +265.5% | +72.8% | +88.0% |
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 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