+13.7%
O vs PBF
+735.5%
-721.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.6% | -0.5% |
| 7D | -0.6% | +2.4% | -2.9% | -0.6% |
| 30D | -2.0% | +24.9% | -26.8% | -2.8% |
| 3M | +3.0% | +81.9% | -78.9% | +0.5% |
| 6M | -3.6% | +79.4% | -83.0% | -6.2% |
| YTD | +12.1% | +188.3% | -176.3% | +6.6% |
| 1Y | +8.9% | +177.3% | -168.4% | +3.5% |
| 3Y | +30.3% | +56.0% | -25.7% | +26.1% |
| 5Y | +13.7% | +804.0% | -790.3% | -3.2% |
| All | +13.7% | +735.5% | -721.8% | -3.2% |
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 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