-24.5%
KVUE vs PBF
+171.2%
-195.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.6% | 0.0% |
| 7D | -5.1% | +5.3% | -10.4% | -5.1% |
| 30D | -6.3% | +11.7% | -18.1% | -6.3% |
| 3M | -0.5% | +91.1% | -91.6% | -0.5% |
| 6M | +3.1% | +88.4% | -85.3% | +2.9% |
| YTD | +6.7% | +194.1% | -187.4% | +5.3% |
| 1Y | -1.1% | +180.4% | -181.5% | -2.4% |
| 3Y | -8.7% | +59.3% | -68.1% | -10.6% |
| All | -24.5% | +171.2% | -195.7% | -28.5% |
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 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