+77.2%
PBF vs BR
+14.9%
+62.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.4% |
| 7D | +6.5% | +1.1% | +5.4% | +6.4% |
| 30D | -20.0% | +14.4% | -34.4% | -21.1% |
| 3M | -3.3% | +12.4% | -15.8% | -4.8% |
| 6M | +76.8% | +35.4% | +41.4% | +68.0% |
| YTD | +168.9% | -12.2% | +181.1% | +187.7% |
| 1Y | +96.4% | -12.7% | +109.1% | +110.6% |
| 3Y | +77.2% | +14.3% | +62.9% | +55.4% |
| All | +77.2% | +14.9% | +62.3% | +55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling