-15.8%
F vs PBF
+407.6%
-423.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.4% | +5.6% | -1.0% |
| 7D | +1.6% | -13.8% | +15.3% | +3.2% |
| 30D | +2.6% | -19.6% | +22.3% | +5.0% |
| 3M | -8.8% | +10.3% | -19.1% | -10.6% |
| 6M | +4.6% | +63.4% | -58.8% | -3.4% |
| YTD | -1.9% | +152.6% | -154.5% | -17.6% |
| 1Y | -0.8% | +87.4% | -88.1% | -12.5% |
| 3Y | +43.5% | +63.3% | -19.8% | +23.5% |
| All | -15.8% | +407.6% | -423.5% | -40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling