+161.8%
PBF vs BB
+100.8%
+61.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.2% |
| 7D | +1.4% | +1.8% | -0.5% | +1.2% |
| 30D | +15.8% | -12.2% | +28.1% | +17.0% |
| 3M | +90.3% | -12.3% | +102.6% | +91.6% |
| 6M | +102.8% | +122.7% | -19.9% | +110.2% |
| YTD | +187.3% | +104.5% | +82.8% | +198.6% |
| 1Y | +161.8% | +106.7% | +55.2% | +169.6% |
| All | +161.8% | +100.8% | +61.1% | +169.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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