+289.8%
PBF vs A
+580.8%
-291.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.4% |
| 7D | -13.8% | -0.1% | -13.7% | -13.7% |
| 30D | -19.6% | +3.4% | -23.0% | -21.0% |
| 3M | +10.3% | +23.8% | -13.6% | -1.3% |
| 6M | +63.4% | +49.0% | +14.4% | +30.8% |
| YTD | +152.6% | +29.4% | +123.2% | +114.0% |
| 1Y | +87.4% | +19.4% | +68.0% | +65.5% |
| 3Y | +63.3% | +66.2% | -2.9% | +15.8% |
| 5Y | +412.5% | +15.8% | +396.7% | +326.5% |
| 10Y | +282.5% | +326.1% | -43.6% | +34.5% |
| All | +289.8% | +580.8% | -291.0% | +11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling