+55.3%
O vs PBF
+351.3%
-296.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | -2.3% | +1.4% | -3.6% | -2.4% |
| 30D | -2.4% | +15.8% | -18.3% | -4.1% |
| 3M | -0.6% | +90.3% | -90.9% | -7.6% |
| 6M | -5.0% | +102.8% | -107.8% | -12.9% |
| YTD | +10.4% | +187.3% | -176.9% | -3.1% |
| 1Y | +6.6% | +161.8% | -155.3% | -6.1% |
| 3Y | +28.4% | +55.5% | -27.1% | +16.8% |
| 5Y | +15.3% | +801.9% | -786.6% | -21.6% |
| 10Y | +55.3% | +362.2% | -306.9% | -2.2% |
| All | +55.3% | +351.3% | -296.0% | -2.2% |
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