+802.0%
PBF vs BR
+7.7%
+794.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | +2.3% | -6.0% | +8.3% | +3.6% |
| 30D | +11.6% | -0.9% | +12.4% | +11.6% |
| 3M | +81.7% | +16.4% | +65.4% | +74.5% |
| 6M | +96.4% | -8.2% | +104.6% | +100.2% |
| YTD | +189.5% | -23.2% | +212.7% | +210.7% |
| 1Y | +180.7% | -30.9% | +211.7% | +211.6% |
| 3Y | +56.6% | -5.0% | +61.6% | +56.3% |
| 5Y | +802.0% | +8.8% | +793.2% | +768.5% |
| All | +802.0% | +7.7% | +794.3% | +768.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling