-5.8%
LVS vs PBF
+55.5%
-61.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.1% | -1.4% |
| 7D | -2.7% | +1.4% | -4.1% | -2.9% |
| 30D | -4.7% | +15.8% | -20.5% | -6.5% |
| 3M | -15.6% | +90.3% | -105.8% | -22.7% |
| 6M | -18.6% | +102.8% | -121.5% | -27.3% |
| YTD | -32.3% | +187.3% | -219.6% | -43.9% |
| 1Y | -18.0% | +161.8% | -179.9% | -31.5% |
| All | -5.8% | +55.5% | -61.3% | -23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling