+281.9%
PBF vs BB
-32.0%
+314.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.9% | -4.4% | -5.0% |
| 7D | -15.3% | +11.6% | -26.9% | -17.6% |
| 30D | -21.8% | +2.6% | -24.4% | -22.9% |
| 3M | -0.2% | +3.5% | -3.7% | -2.9% |
| 6M | +63.6% | +43.5% | +20.1% | +43.9% |
| YTD | +147.5% | +141.2% | +6.4% | +88.1% |
| 1Y | +69.8% | +97.4% | -27.6% | +35.1% |
| 3Y | +65.3% | +151.1% | -85.8% | +12.9% |
| 5Y | +393.4% | -12.8% | +406.2% | +322.2% |
| 10Y | +240.3% | +27.5% | +212.8% | +121.9% |
| All | +281.9% | -32.0% | +314.0% | +145.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling