+7.8%
LOW vs PBF
+817.4%
-809.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -0.6% | +1.4% | -2.0% | -0.7% |
| 30D | -9.3% | +15.8% | -25.1% | -9.6% |
| 3M | -8.1% | +90.3% | -98.3% | -10.1% |
| 6M | -19.8% | +102.8% | -122.6% | -22.2% |
| YTD | -16.4% | +187.3% | -203.7% | -20.8% |
| 1Y | -24.7% | +161.8% | -186.5% | -28.6% |
| 3Y | -8.8% | +55.5% | -64.3% | -13.2% |
| 5Y | +7.8% | +801.9% | -794.1% | -8.1% |
| All | +7.8% | +817.4% | -809.6% | -8.1% |
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