-16.8%
IR vs PBF
+90.7%
-107.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.1% |
| 7D | -2.8% | +4.3% | -7.1% | -2.1% |
| 30D | -15.1% | +22.0% | -37.1% | -11.8% |
| 3M | +6.1% | +74.5% | -68.4% | +20.0% |
| 6M | -16.8% | +67.7% | -84.5% | -5.5% |
| All | -16.8% | +90.7% | -107.5% | -5.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling