+6.6%
O vs PBF
+172.0%
-165.4%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | -2.3% | +1.4% | -3.6% | -2.3% |
| 30D | -2.4% | +15.8% | -18.3% | -2.5% |
| 3M | -0.6% | +90.3% | -90.9% | -0.9% |
| 6M | -5.0% | +102.8% | -107.8% | -5.8% |
| YTD | +10.4% | +187.3% | -176.9% | +7.3% |
| 1Y | +6.6% | +161.8% | -155.3% | +4.0% |
| All | +6.6% | +172.0% | -165.4% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling