+330.8%
PBF vs BB
-42.8%
+373.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +4.3% | -5.6% | +9.9% | +5.7% |
| 30D | +22.0% | -11.8% | +33.8% | +25.3% |
| 3M | +74.5% | -25.5% | +100.0% | +84.6% |
| 6M | +67.7% | +121.3% | -53.6% | +32.3% |
| YTD | +179.2% | +103.2% | +76.0% | +124.8% |
| 1Y | +170.0% | +102.6% | +67.4% | +115.1% |
| 3Y | +66.4% | +37.5% | +28.9% | +33.7% |
| 5Y | +764.5% | -30.4% | +794.9% | +694.7% |
| 10Y | +358.5% | 0.0% | +358.5% | +218.2% |
| All | +330.8% | -42.8% | +373.5% | +192.8% |
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