+27.7%
EXC vs PBF
+59.0%
-31.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -2.0% |
| 7D | -1.2% | -13.8% | +12.6% | -1.5% |
| 30D | +10.0% | -19.6% | +29.6% | +9.4% |
| 3M | +1.6% | +10.3% | -8.6% | +2.0% |
| 6M | +3.3% | +63.4% | -60.2% | +4.5% |
| YTD | +7.6% | +152.6% | -145.1% | +9.9% |
| 1Y | +3.5% | +87.4% | -83.9% | +5.3% |
| 3Y | +27.7% | +63.3% | -35.6% | +35.9% |
| All | +27.7% | +59.0% | -31.3% | +35.9% |
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