-4.4%
KVUE vs PBF
+176.4%
-180.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.2% |
| 7D | -2.2% | +4.3% | -6.5% | -2.0% |
| 30D | -3.7% | +22.0% | -25.6% | -2.6% |
| 3M | +12.3% | +74.5% | -62.2% | +15.4% |
| 6M | +5.4% | +67.7% | -62.3% | +8.5% |
| YTD | +12.4% | +179.2% | -166.7% | +15.7% |
| 1Y | -4.4% | +170.0% | -174.4% | -1.1% |
| All | -4.4% | +176.4% | -180.7% | -1.1% |
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