+6.3%
LOW vs PBF
+438.8%
-432.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -1.8% |
| 7D | +0.1% | +3.8% | -3.7% | 0.0% |
| 30D | +21.3% | -22.2% | +43.4% | +21.8% |
| 3M | +6.0% | +1.3% | +4.7% | +5.8% |
| 6M | +2.6% | +69.0% | -66.4% | +0.7% |
| YTD | -3.6% | +166.5% | -170.1% | -8.4% |
| 1Y | -1.0% | +88.1% | -89.0% | -4.2% |
| 3Y | +24.2% | +77.9% | -53.8% | +17.5% |
| 5Y | +6.3% | +413.0% | -406.7% | -1.6% |
| All | +6.3% | +438.8% | -432.4% | -1.6% |
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 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