+313.1%
PBF vs BB
-32.2%
+345.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.0% | +5.2% | +3.0% |
| 7D | +4.3% | +9.0% | -4.7% | +2.1% |
| 30D | -21.8% | +7.7% | -29.5% | -23.8% |
| 3M | +1.7% | +4.0% | -2.3% | -1.2% |
| 6M | +69.8% | +46.6% | +23.2% | +48.6% |
| YTD | +167.7% | +140.6% | +27.1% | +103.6% |
| 1Y | +89.0% | +103.1% | -14.2% | +49.2% |
| 3Y | +78.8% | +150.5% | -71.8% | +22.2% |
| 5Y | +415.4% | -15.4% | +430.8% | +345.2% |
| 10Y | +263.1% | +25.4% | +237.7% | +137.1% |
| All | +313.1% | -32.2% | +345.3% | +165.2% |
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