+170.0%
PBF vs BR
-29.1%
+199.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -1.8% |
| 7D | +4.3% | -5.3% | +9.6% | +3.5% |
| 30D | +22.0% | +6.4% | +15.5% | +23.0% |
| 3M | +74.5% | +13.6% | +60.9% | +78.2% |
| 6M | +67.7% | -6.7% | +74.4% | +65.8% |
| YTD | +179.2% | -21.1% | +200.3% | +164.6% |
| 1Y | +170.0% | -29.6% | +199.6% | +136.2% |
| All | +170.0% | -29.1% | +199.1% | +136.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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