+330.8%
PBF vs BR
+849.3%
-518.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | +0.5% |
| 7D | +4.3% | -5.3% | +9.6% | +7.4% |
| 30D | +22.0% | +6.4% | +15.5% | +17.4% |
| 3M | +74.5% | +13.6% | +60.9% | +59.8% |
| 6M | +67.7% | -6.7% | +74.4% | +71.2% |
| YTD | +179.2% | -21.1% | +200.3% | +212.4% |
| 1Y | +170.0% | -29.6% | +199.6% | +223.1% |
| 3Y | +66.4% | -2.4% | +68.8% | +57.5% |
| 5Y | +764.5% | +11.2% | +753.3% | +616.0% |
| 10Y | +358.5% | +191.8% | +166.7% | +98.9% |
| All | +330.8% | +849.3% | -518.5% | +25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling