+81.0%
F vs PBF
+299.9%
-218.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.4% | -2.7% | +0.1% |
| 7D | -0.6% | -7.4% | +6.7% | +0.5% |
| 30D | +2.9% | -17.5% | +20.3% | +5.8% |
| 3M | -9.5% | +13.1% | -22.6% | -12.2% |
| 6M | +4.0% | +72.6% | -68.6% | -7.3% |
| YTD | -1.3% | +161.2% | -162.5% | -20.4% |
| 1Y | -1.9% | +93.3% | -95.3% | -16.8% |
| 3Y | +53.5% | +80.7% | -27.2% | +26.3% |
| 5Y | -15.1% | +396.1% | -411.2% | -45.6% |
| 10Y | +81.0% | +252.3% | -171.3% | 0.0% |
| All | +81.0% | +299.9% | -218.9% | 0.0% |
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