+177.3%
PBF vs BUD
+35.5%
+141.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.0% | +3.0% |
| 7D | +2.4% | +0.8% | +1.6% | +2.7% |
| 30D | +24.9% | -4.8% | +29.7% | +22.5% |
| 3M | +81.9% | +1.4% | +80.5% | +84.8% |
| 6M | +79.4% | +9.9% | +69.5% | +94.7% |
| YTD | +188.3% | +26.3% | +162.0% | +199.1% |
| 1Y | +177.3% | +36.1% | +141.1% | +201.9% |
| All | +177.3% | +35.5% | +141.8% | +201.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling