+227.1%
LOW vs PBF
+367.4%
-140.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -1.1% |
| 7D | -2.6% | +2.3% | -5.0% | -2.8% |
| 30D | -11.1% | +11.6% | -22.7% | -12.1% |
| 3M | -8.5% | +81.7% | -90.2% | -14.1% |
| 6M | -20.8% | +96.4% | -117.3% | -27.0% |
| YTD | -17.2% | +189.5% | -206.7% | -27.1% |
| 1Y | -24.7% | +180.7% | -205.5% | -34.0% |
| 3Y | -9.7% | +56.6% | -66.4% | -17.7% |
| 5Y | +6.0% | +802.0% | -796.0% | -25.8% |
| All | +227.1% | +367.4% | -140.3% | +131.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling