+77.2%
PBF vs BUD
+49.6%
+27.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.7% | +0.5% |
| 7D | +6.5% | +1.0% | +5.4% | +6.5% |
| 30D | -20.0% | +6.7% | -26.7% | -20.0% |
| 3M | -3.3% | +5.7% | -9.0% | -3.4% |
| 6M | +76.8% | +5.8% | +71.0% | +76.7% |
| YTD | +168.9% | +34.4% | +134.5% | +156.5% |
| 1Y | +96.4% | +33.3% | +63.1% | +87.6% |
| 3Y | +77.2% | +48.8% | +28.4% | +55.1% |
| All | +77.2% | +49.6% | +27.6% | +55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling