+41.6%
D vs PBF
+276.6%
-235.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.4% |
| 7D | +3.0% | -13.8% | +16.7% | +3.6% |
| 30D | +11.5% | -19.6% | +31.1% | +12.5% |
| 3M | +3.7% | +10.3% | -6.5% | +3.0% |
| 6M | +13.5% | +63.4% | -49.9% | +10.3% |
| YTD | +20.7% | +152.6% | -131.9% | +14.1% |
| 1Y | +18.2% | +87.4% | -69.1% | +13.3% |
| 3Y | +73.3% | +63.3% | +10.1% | +64.9% |
| 5Y | +12.3% | +412.5% | -400.2% | -2.3% |
| All | +41.6% | +276.6% | -235.0% | +13.0% |
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 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