+31.0%
F vs PBF
+176.4%
-145.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.4% |
| 7D | +5.3% | +4.3% | +1.0% | +5.6% |
| 30D | +4.6% | +22.0% | -17.4% | +6.0% |
| 3M | -3.7% | +74.5% | -78.2% | +0.7% |
| 6M | +16.8% | +67.7% | -50.9% | +22.2% |
| YTD | +15.3% | +179.2% | -163.9% | +17.8% |
| 1Y | +31.0% | +170.0% | -139.0% | +36.6% |
| All | +31.0% | +176.4% | -145.4% | +36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling