+74.3%
F vs PBF
+231.7%
-157.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.2% | +4.5% | +0.1% |
| 7D | +1.0% | -15.3% | +16.3% | +3.6% |
| 30D | +2.1% | -21.8% | +23.9% | +5.9% |
| 3M | -10.3% | -0.2% | -10.1% | -11.1% |
| 6M | +3.3% | +63.6% | -60.3% | -7.2% |
| YTD | -2.0% | +147.5% | -149.5% | -20.3% |
| 1Y | -2.3% | +69.8% | -72.1% | -15.1% |
| 3Y | +49.9% | +65.3% | -15.4% | +25.2% |
| 5Y | -12.5% | +393.4% | -405.8% | -44.0% |
| 10Y | +74.3% | +240.3% | -166.0% | -3.0% |
| All | +74.3% | +231.7% | -157.5% | -3.0% |
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