+20.5%
EXC vs PBF
+64.9%
-44.4%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.1% |
| 7D | +0.3% | +4.3% | -4.0% | +0.4% |
| 30D | -3.7% | +22.0% | -25.7% | -3.2% |
| 3M | -1.3% | +74.5% | -75.8% | -0.2% |
| 6M | -9.7% | +67.7% | -77.4% | -8.6% |
| YTD | +2.9% | +179.2% | -176.3% | +5.0% |
| 1Y | +4.4% | +170.0% | -165.6% | +6.5% |
| All | +20.5% | +64.9% | -44.4% | +25.3% |
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