+193.3%
O vs PBF
+265.5%
-72.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.6% |
| 7D | +3.7% | -13.8% | +17.5% | +5.1% |
| 30D | +11.2% | -19.6% | +30.8% | +13.3% |
| 3M | -4.0% | +10.3% | -14.2% | -5.5% |
| 6M | -5.2% | +63.4% | -68.7% | -10.8% |
| YTD | +9.5% | +152.6% | -143.2% | -2.5% |
| 1Y | +10.6% | +87.4% | -76.8% | +1.4% |
| 3Y | +38.1% | +63.3% | -25.1% | +24.8% |
| 5Y | +10.2% | +412.5% | -402.2% | -17.1% |
| 10Y | +71.4% | +282.5% | -211.1% | +11.7% |
| All | +193.3% | +265.5% | -72.1% | +85.4% |
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