+362.2%
PBF vs A
+236.6%
+125.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.3% |
| 7D | +1.4% | -4.4% | +5.8% | +3.4% |
| 30D | +15.8% | -2.7% | +18.5% | +17.0% |
| 3M | +90.3% | +7.0% | +83.2% | +82.4% |
| 6M | +102.8% | +24.6% | +78.2% | +76.1% |
| YTD | +187.3% | +7.0% | +180.3% | +168.9% |
| 1Y | +161.8% | +15.6% | +146.3% | +133.3% |
| 3Y | +55.5% | +29.9% | +25.6% | +24.8% |
| 5Y | +801.9% | -15.4% | +817.3% | +812.2% |
| 10Y | +362.2% | +248.9% | +113.4% | +82.8% |
| All | +362.2% | +236.6% | +125.6% | +82.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling