+293.0%
LOW vs PBF
+260.7%
+32.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.3% | +0.1% |
| 7D | +1.4% | +6.5% | -5.0% | +0.8% |
| 30D | +21.7% | -20.0% | +41.7% | +23.9% |
| 3M | +5.0% | -3.3% | +8.4% | +4.8% |
| 6M | +4.6% | +76.8% | -72.2% | -2.2% |
| YTD | -3.5% | +168.9% | -172.4% | -14.9% |
| 1Y | +0.5% | +96.4% | -95.8% | -8.5% |
| 3Y | +24.8% | +77.2% | -52.4% | +11.5% |
| 5Y | +6.5% | +417.7% | -411.3% | -20.3% |
| All | +293.0% | +260.7% | +32.2% | +177.4% |
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