+170.0%
PBF vs BIYA
-98.3%
+268.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.3% |
| 7D | +4.3% | +1.3% | +2.9% | +4.3% |
| 30D | +22.0% | -21.0% | +43.0% | +22.0% |
| 3M | +74.5% | -74.3% | +148.8% | +74.3% |
| 6M | +67.7% | -84.6% | +152.3% | +64.2% |
| YTD | +179.2% | -94.2% | +273.3% | +167.3% |
| 1Y | +170.0% | -98.2% | +268.2% | +144.7% |
| All | +170.0% | -98.3% | +268.3% | +144.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 1y: compounded portfolio wealth divided by compounded BIYA 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…
1y analysis · Full analysis span regression · 6 months rolling