+33.5%
EXC vs PBF
+80.0%
-46.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.4% |
| 7D | +1.4% | +6.5% | -5.1% | +1.5% |
| 30D | +8.6% | -20.0% | +28.6% | +8.0% |
| 3M | +2.4% | -3.3% | +5.7% | +2.5% |
| 6M | +6.5% | +76.8% | -70.3% | +8.0% |
| YTD | +9.0% | +168.9% | -159.9% | +11.7% |
| 1Y | +4.6% | +96.4% | -91.8% | +6.6% |
| 3Y | +33.5% | +77.2% | -43.7% | +42.5% |
| All | +33.5% | +80.0% | -46.5% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling