-7.5%
IR vs PBF
+172.0%
-179.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.1% |
| 7D | -1.9% | +1.4% | -3.3% | -1.8% |
| 30D | -15.0% | +15.8% | -30.9% | -14.4% |
| 3M | -0.4% | +90.3% | -90.7% | +2.3% |
| 6M | -15.0% | +102.8% | -117.9% | -14.3% |
| YTD | -7.1% | +187.3% | -194.4% | -9.3% |
| 1Y | -7.5% | +161.8% | -169.4% | -10.0% |
| All | -7.5% | +172.0% | -179.5% | -10.0% |
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 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