+23.9%
IR vs PBF
+80.0%
-56.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.3% |
| 7D | +2.5% | +6.5% | -3.9% | +2.0% |
| 30D | +9.2% | -20.0% | +29.2% | +11.0% |
| 3M | +0.9% | -3.3% | +4.3% | +0.8% |
| 6M | +19.2% | +76.8% | -57.6% | +11.3% |
| YTD | +7.5% | +168.9% | -161.5% | -8.8% |
| 1Y | +11.7% | +96.4% | -84.6% | 0.0% |
| 3Y | +23.9% | +77.2% | -53.3% | +0.6% |
| All | +23.9% | +80.0% | -56.1% | +0.6% |
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 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