+67.3%
F vs PBF
+260.7%
-193.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -3.1% | +6.5% | -9.6% | -4.2% |
| 30D | 0.0% | -20.0% | +20.0% | +3.4% |
| 3M | -13.2% | -3.3% | -9.9% | -13.6% |
| 6M | -10.2% | +76.8% | -87.0% | -20.3% |
| YTD | -4.9% | +168.9% | -173.9% | -23.8% |
| 1Y | -6.1% | +96.4% | -102.4% | -20.5% |
| 3Y | +46.0% | +77.2% | -31.2% | +20.5% |
| 5Y | -15.7% | +417.7% | -433.4% | -46.5% |
| All | +67.3% | +260.7% | -193.4% | -7.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling