-8.7%
KVUE vs PBF
+56.6%
-65.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.2% |
| 7D | -6.1% | +2.3% | -8.4% | -6.1% |
| 30D | -5.6% | +11.6% | -17.1% | -5.5% |
| 3M | -0.3% | +81.7% | -82.1% | -0.6% |
| 6M | +1.4% | +96.4% | -95.1% | +0.8% |
| YTD | +6.7% | +189.5% | -182.7% | +4.8% |
| 1Y | +1.0% | +180.7% | -179.8% | -1.0% |
| All | -8.7% | +56.6% | -65.3% | -9.8% |
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