-9.5%
LVS vs PBF
+260.7%
-270.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.6% |
| 7D | -0.8% | +6.5% | -7.3% | -2.2% |
| 30D | +10.0% | -20.0% | +30.0% | +14.3% |
| 3M | -11.0% | -3.3% | -7.7% | -11.6% |
| 6M | -20.1% | +76.8% | -97.0% | -30.6% |
| YTD | -36.3% | +168.9% | -205.3% | -50.7% |
| 1Y | -36.8% | +96.4% | -133.2% | -47.9% |
| 3Y | -9.5% | +77.2% | -86.7% | -27.5% |
| 5Y | +9.3% | +417.7% | -408.4% | -36.9% |
| All | -9.5% | +260.7% | -270.2% | -51.9% |
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