+287.4%
PBF vs BIYA
-99.8%
+387.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +1.4% | +2.7% | -1.4% | +1.3% |
| 30D | +15.8% | -16.7% | +32.5% | +16.0% |
| 3M | +90.3% | -74.6% | +164.9% | +90.1% |
| 6M | +102.8% | -85.4% | +188.2% | +99.1% |
| YTD | +187.3% | -94.2% | +281.5% | +181.7% |
| 1Y | +161.8% | -98.6% | +260.4% | +162.3% |
| All | +287.4% | -99.8% | +387.1% | +276.4% |
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