+43.8%
D vs PBF
+299.9%
-256.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.4% | -3.9% | -0.7% |
| 7D | +0.8% | -7.4% | +8.1% | +1.1% |
| 30D | +10.7% | -17.5% | +28.2% | +11.6% |
| 3M | +2.3% | +13.1% | -10.8% | +1.4% |
| 6M | +12.5% | +72.6% | -60.1% | +8.9% |
| YTD | +20.1% | +161.2% | -141.1% | +13.1% |
| 1Y | +15.6% | +93.3% | -77.8% | +10.5% |
| 3Y | +75.2% | +80.7% | -5.5% | +65.5% |
| 5Y | +14.6% | +396.1% | -381.5% | -0.5% |
| 10Y | +43.8% | +252.3% | -208.5% | +10.4% |
| All | +43.8% | +299.9% | -256.1% | +10.4% |
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