+9.1%
IR vs PBF
+120.1%
-111.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.7% | +6.2% | -0.8% |
| 7D | +11.6% | -0.9% | +12.5% | +11.5% |
| 30D | +7.2% | -13.7% | +20.9% | +6.4% |
| 3M | -5.9% | +10.6% | -16.5% | -4.7% |
| 6M | +11.5% | +61.2% | -49.7% | +16.3% |
| YTD | +6.3% | +172.7% | -166.4% | +5.8% |
| 1Y | +9.1% | +111.0% | -101.9% | +8.6% |
| All | +9.1% | +120.1% | -111.0% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling