+256.2%
EXC vs PBF
+265.5%
-9.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -1.9% |
| 7D | -1.2% | -13.8% | +12.6% | -0.3% |
| 30D | +10.0% | -19.6% | +29.6% | +11.3% |
| 3M | +1.6% | +10.3% | -8.6% | +0.6% |
| 6M | +3.3% | +63.4% | -60.2% | -0.9% |
| YTD | +7.6% | +152.6% | -145.1% | -0.7% |
| 1Y | +3.5% | +87.4% | -83.9% | -2.5% |
| 3Y | +27.7% | +63.3% | -35.6% | +19.2% |
| 5Y | +41.1% | +412.5% | -371.3% | +15.3% |
| 10Y | +178.2% | +282.5% | -104.3% | +101.4% |
| All | +256.2% | +265.5% | -9.3% | +142.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling