+233.7%
PBF vs BIYA
-99.9%
+333.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.9% | -10.1% | -5.3% |
| 7D | -15.3% | -4.1% | -11.2% | -15.3% |
| 30D | -21.8% | -35.5% | +13.7% | -21.7% |
| 3M | -0.2% | -56.3% | +56.1% | +0.1% |
| 6M | +63.6% | -88.7% | +152.3% | +62.0% |
| YTD | +147.5% | -97.0% | +244.5% | +143.0% |
| 1Y | +69.8% | -98.7% | +168.5% | +70.0% |
| All | +233.7% | -99.9% | +333.6% | +224.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling