+18.2%
D vs PBF
+94.2%
-75.9%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.5% |
| 7D | +3.0% | -13.8% | +16.7% | +2.7% |
| 30D | +11.5% | -19.6% | +31.1% | +11.0% |
| 3M | +3.7% | +10.3% | -6.5% | +4.0% |
| 6M | +13.5% | +63.4% | -49.9% | +14.8% |
| YTD | +20.7% | +152.6% | -131.9% | +22.1% |
| 1Y | +18.2% | +87.4% | -69.1% | +17.8% |
| All | +18.2% | +94.2% | -75.9% | +17.8% |
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