+334.1%
PBF vs BUD
-23.5%
+357.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.0% | +3.7% |
| 7D | +2.4% | +0.8% | +1.6% | +1.9% |
| 30D | +24.9% | -4.8% | +29.7% | +28.3% |
| 3M | +81.9% | +1.4% | +80.5% | +78.9% |
| 6M | +79.4% | +9.9% | +69.5% | +64.1% |
| YTD | +188.3% | +26.3% | +162.0% | +138.1% |
| 1Y | +177.3% | +36.1% | +141.1% | +116.2% |
| 3Y | +56.0% | +48.6% | +7.4% | +8.3% |
| 5Y | +804.0% | +45.0% | +759.0% | +496.5% |
| 10Y | +334.1% | -23.1% | +357.2% | +206.6% |
| All | +334.1% | -23.5% | +357.6% | +206.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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