+161.8%
PBF vs A
+13.9%
+147.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.5% |
| 7D | +1.4% | -4.4% | +5.8% | +0.7% |
| 30D | +15.8% | -2.7% | +18.5% | +15.6% |
| 3M | +90.3% | +7.0% | +83.2% | +92.6% |
| 6M | +102.8% | +24.6% | +78.2% | +109.0% |
| YTD | +187.3% | +7.0% | +180.3% | +200.8% |
| 1Y | +161.8% | +15.6% | +146.3% | +171.4% |
| All | +161.8% | +13.9% | +147.9% | +171.4% |
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