+394.7%
PBF vs BB
-13.7%
+408.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.9% | -4.4% | -5.2% |
| 7D | -15.3% | +11.6% | -26.9% | -16.2% |
| 30D | -21.8% | +2.6% | -24.4% | -22.2% |
| 3M | -0.2% | +3.5% | -3.7% | -1.2% |
| 6M | +63.6% | +43.5% | +20.1% | +56.2% |
| YTD | +147.5% | +141.2% | +6.4% | +123.6% |
| 1Y | +69.8% | +97.4% | -27.6% | +56.5% |
| 3Y | +65.3% | +151.1% | -85.8% | +43.8% |
| All | +394.7% | -13.7% | +408.4% | +504.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling