+196.0%
O vs PBF
+278.8%
-82.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.8% | -5.7% | -0.5% |
| 7D | +0.6% | -4.0% | +4.6% | +0.9% |
| 30D | +9.4% | -18.0% | +27.4% | +11.2% |
| 3M | -2.4% | +0.9% | -3.3% | -3.1% |
| 6M | -1.9% | +65.7% | -67.6% | -7.7% |
| YTD | +10.5% | +161.9% | -151.4% | -2.0% |
| 1Y | +10.0% | +77.8% | -67.8% | +1.4% |
| 3Y | +40.5% | +74.9% | -34.4% | +26.0% |
| 5Y | +10.2% | +423.4% | -413.2% | -17.2% |
| 10Y | +82.5% | +255.2% | -172.7% | +19.1% |
| All | +196.0% | +278.8% | -82.9% | +86.4% |
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