+201.4%
O vs PBF
+303.9%
-102.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.7% |
| 7D | -0.7% | +4.3% | -5.0% | -1.2% |
| 30D | -1.9% | +22.0% | -23.9% | -3.9% |
| 3M | +3.8% | +74.5% | -70.7% | -2.3% |
| 6M | -4.7% | +67.7% | -72.4% | -10.7% |
| YTD | +12.5% | +179.2% | -166.7% | -0.3% |
| 1Y | +10.8% | +170.0% | -159.2% | -2.1% |
| 3Y | +28.8% | +66.4% | -37.6% | +16.6% |
| 5Y | +13.2% | +764.5% | -751.3% | -20.3% |
| 10Y | +53.5% | +358.5% | -305.1% | -1.2% |
| All | +201.4% | +303.9% | -102.5% | +89.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling