+44.1%
IR vs PBF
+407.6%
-363.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.5% |
| 7D | +3.7% | -13.8% | +17.4% | +5.1% |
| 30D | +7.4% | -19.6% | +27.1% | +9.5% |
| 3M | -5.9% | +10.3% | -16.2% | -7.3% |
| 6M | +5.6% | +63.4% | -57.9% | -0.9% |
| YTD | +4.8% | +152.6% | -147.8% | -8.8% |
| 1Y | +6.9% | +87.4% | -80.4% | -3.4% |
| 3Y | +27.6% | +63.3% | -35.7% | +11.0% |
| All | +44.1% | +407.6% | -363.5% | +15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling