+180.4%
PBF vs BRKR
+75.9%
+104.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | +5.3% | -8.7% | +14.0% | +4.9% |
| 30D | +11.7% | -9.9% | +21.6% | +11.3% |
| 3M | +91.1% | -3.1% | +94.2% | +93.0% |
| 6M | +88.4% | +45.5% | +42.9% | +96.0% |
| YTD | +194.1% | +13.7% | +180.4% | +221.2% |
| 1Y | +180.4% | +67.4% | +113.0% | +185.7% |
| All | +180.4% | +75.9% | +104.5% | +185.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling