+56.0%
PBF vs BB
+68.2%
-12.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.2% | +1.1% | +3.1% |
| 7D | +2.4% | +0.5% | +1.9% | +2.3% |
| 30D | +24.9% | -12.4% | +37.2% | +26.3% |
| 3M | +81.9% | -15.3% | +97.1% | +83.7% |
| 6M | +79.4% | +128.8% | -49.4% | +67.1% |
| YTD | +188.3% | +107.7% | +80.7% | +170.9% |
| 1Y | +177.3% | +103.9% | +73.4% | +160.1% |
| 3Y | +56.0% | +72.6% | -16.6% | +40.9% |
| All | +56.0% | +68.2% | -12.2% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling