+22.6%
D vs PBF
+120.1%
-97.4%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -6.7% | +11.1% | +4.3% |
| 7D | +8.5% | -0.9% | +9.4% | +8.5% |
| 30D | +14.3% | -13.7% | +28.0% | +14.0% |
| 3M | +1.8% | +10.6% | -8.8% | +2.0% |
| 6M | +13.0% | +61.2% | -48.1% | +14.2% |
| YTD | +22.7% | +172.7% | -150.0% | +23.7% |
| 1Y | +22.6% | +111.0% | -88.4% | +23.0% |
| All | +22.6% | +120.1% | -97.4% | +23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling