-24.6%
KVUE vs PBF
+165.0%
-189.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.1% | -3.5% |
| 7D | -7.2% | +1.4% | -8.6% | -7.2% |
| 30D | -5.7% | +15.8% | -21.5% | -5.6% |
| 3M | +0.2% | +90.3% | -90.1% | +0.1% |
| 6M | 0.0% | +102.8% | -102.8% | -0.4% |
| YTD | +6.5% | +187.3% | -180.8% | +5.2% |
| 1Y | -1.4% | +161.8% | -163.3% | -2.6% |
| 3Y | -5.6% | +55.5% | -61.1% | -7.5% |
| All | -24.6% | +165.0% | -189.6% | -28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling