+284.9%
IR vs PBF
+332.4%
-47.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.3% | -4.9% | -2.1% |
| 7D | +0.6% | +2.4% | -1.7% | +0.2% |
| 30D | -13.6% | +24.9% | -38.5% | -16.8% |
| 3M | +3.7% | +81.9% | -78.2% | -6.9% |
| 6M | -13.1% | +79.4% | -92.4% | -23.0% |
| YTD | -5.1% | +188.3% | -193.4% | -23.1% |
| 1Y | -6.5% | +177.3% | -183.7% | -24.5% |
| 3Y | +8.5% | +56.0% | -47.5% | -6.9% |
| 5Y | +43.3% | +804.0% | -760.7% | -17.0% |
| All | +284.9% | +332.4% | -47.5% | +114.1% |
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