+341.8%
PBF vs BRKR
+155.3%
+186.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +5.3% | -8.7% | +14.0% | +8.5% |
| 30D | +11.7% | -9.9% | +21.6% | +15.2% |
| 3M | +91.1% | -3.1% | +94.2% | +88.1% |
| 6M | +88.4% | +45.5% | +42.9% | +52.6% |
| YTD | +194.1% | +13.7% | +180.4% | +161.7% |
| 1Y | +180.4% | +67.4% | +113.0% | +108.0% |
| 3Y | +59.3% | -13.2% | +72.5% | +43.8% |
| 5Y | +816.3% | -39.5% | +855.7% | +846.5% |
| All | +341.8% | +155.3% | +186.5% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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