+27.6%
IR vs PBF
+59.0%
-31.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.5% |
| 7D | +3.7% | -13.8% | +17.4% | +4.9% |
| 30D | +7.4% | -19.6% | +27.1% | +9.2% |
| 3M | -5.9% | +10.3% | -16.2% | -7.1% |
| 6M | +5.6% | +63.4% | -57.9% | -0.7% |
| YTD | +4.8% | +152.6% | -147.8% | -10.4% |
| 1Y | +6.9% | +87.4% | -80.4% | -4.1% |
| 3Y | +27.6% | +63.3% | -35.7% | +4.5% |
| All | +27.6% | +59.0% | -31.5% | +4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling