+59.6%
PBF vs A
+30.8%
+28.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | +4.3% | -1.9% | +6.2% | +4.7% |
| 30D | +22.0% | +6.9% | +15.1% | +20.1% |
| 3M | +74.5% | +9.2% | +65.3% | +70.4% |
| 6M | +67.7% | +25.7% | +42.0% | +56.2% |
| YTD | +179.2% | +11.5% | +167.6% | +171.4% |
| 1Y | +170.0% | +18.4% | +151.6% | +154.7% |
| All | +59.6% | +30.8% | +28.8% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling