+11.7%
D vs PBF
+419.4%
-407.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.2% | +0.2% |
| 7D | -1.4% | +6.5% | -7.8% | -1.5% |
| 30D | +7.7% | -20.0% | +27.7% | +8.2% |
| 3M | -0.3% | -3.3% | +3.0% | -0.4% |
| 6M | +10.1% | +76.8% | -66.7% | +8.3% |
| YTD | +19.1% | +168.9% | -149.9% | +15.4% |
| 1Y | +15.9% | +96.4% | -80.5% | +13.3% |
| 3Y | +75.0% | +77.2% | -2.2% | +69.7% |
| All | +11.7% | +419.4% | -407.7% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling