+38.5%
D vs PBF
+351.3%
-312.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | -0.4% | +1.4% | -1.8% | -0.5% |
| 30D | -2.1% | +15.8% | -17.9% | -2.8% |
| 3M | -0.7% | +90.3% | -91.0% | -4.0% |
| 6M | +5.6% | +102.8% | -97.2% | +1.4% |
| YTD | +14.6% | +187.3% | -172.8% | +7.8% |
| 1Y | +15.3% | +161.8% | -146.5% | +8.7% |
| 3Y | +59.1% | +55.5% | +3.7% | +52.2% |
| 5Y | +3.9% | +801.9% | -798.0% | -12.8% |
| 10Y | +38.5% | +362.2% | -323.7% | +7.5% |
| All | +38.5% | +351.3% | -312.8% | +7.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling