+5.7%
LVS vs PBF
+817.4%
-811.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.8% |
| 3M | -15.6% | +90.3% | -105.8% | -23.7% |
| 6M | -18.6% | +102.8% | -121.5% | -28.2% |
| YTD | -32.3% | +187.3% | -219.6% | -44.2% |
| 1Y | -18.0% | +161.8% | -179.9% | -32.0% |
| 3Y | -5.8% | +55.5% | -61.3% | -18.9% |
| 5Y | +5.7% | +801.9% | -796.2% | -45.0% |
| All | +5.7% | +817.4% | -811.6% | -45.0% |
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