+118.0%
F vs PBF
+265.5%
-147.5%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.4% | +5.6% | -0.6% |
| 7D | +1.6% | -13.8% | +15.3% | +3.8% |
| 30D | +2.6% | -19.6% | +22.3% | +5.9% |
| 3M | -8.8% | +10.3% | -19.1% | -11.2% |
| 6M | +4.6% | +63.4% | -58.8% | -5.7% |
| YTD | -1.9% | +152.6% | -154.5% | -20.0% |
| 1Y | -0.8% | +87.4% | -88.1% | -14.9% |
| 3Y | +43.5% | +63.3% | -19.8% | +20.9% |
| 5Y | -12.1% | +412.5% | -424.5% | -43.0% |
| 10Y | +83.6% | +282.5% | -198.9% | +3.0% |
| All | +118.0% | +265.5% | -147.5% | +22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling