-13.5%
F vs PBF
+420.6%
-434.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.8% | -6.0% | -0.9% |
| 7D | -2.1% | -4.0% | +1.8% | -1.7% |
| 30D | +3.3% | -18.0% | +21.3% | +5.4% |
| 3M | -11.3% | +0.9% | -12.2% | -12.1% |
| 6M | +5.3% | +65.7% | -60.4% | -2.8% |
| YTD | -2.2% | +161.9% | -164.1% | -18.1% |
| 1Y | -3.5% | +77.8% | -81.3% | -14.0% |
| 3Y | +49.5% | +74.9% | -25.3% | +27.5% |
| 5Y | -13.5% | +423.4% | -436.9% | -38.3% |
| All | -13.5% | +420.6% | -434.1% | -38.3% |
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