+341.8%
PBF vs BR
+189.7%
+152.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | +5.3% | -3.0% | +8.3% | +7.0% |
| 30D | +11.7% | -0.3% | +12.0% | +11.4% |
| 3M | +91.1% | +17.3% | +73.8% | +71.6% |
| 6M | +88.4% | -6.7% | +95.1% | +92.1% |
| YTD | +194.1% | -23.4% | +217.5% | +235.6% |
| 1Y | +180.4% | -32.7% | +213.1% | +246.3% |
| 3Y | +59.3% | -5.9% | +65.2% | +53.4% |
| 5Y | +816.3% | +8.4% | +807.8% | +661.8% |
| All | +341.8% | +189.7% | +152.1% | +119.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling