+111.0%
PBF vs A
+24.4%
+86.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.0% | -7.6% | -6.5% |
| 7D | -0.9% | -2.4% | +1.5% | -1.4% |
| 30D | -13.7% | +3.6% | -17.3% | -13.1% |
| 3M | +10.6% | +27.5% | -16.8% | +16.2% |
| 6M | +61.2% | +58.5% | +2.7% | +76.8% |
| YTD | +172.7% | +31.2% | +141.5% | +197.1% |
| 1Y | +111.0% | +22.2% | +88.8% | +134.2% |
| All | +111.0% | +24.4% | +86.6% | +134.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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