+718.6%
PBF vs BUD
+46.3%
+672.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | +4.3% | +0.3% | +4.0% | +4.2% |
| 30D | +22.0% | -5.7% | +27.7% | +23.3% |
| 3M | +74.5% | +3.1% | +71.4% | +73.2% |
| 6M | +67.7% | +7.9% | +59.8% | +64.2% |
| YTD | +179.2% | +27.3% | +151.9% | +159.2% |
| 1Y | +170.0% | +37.8% | +132.2% | +144.3% |
| 3Y | +66.4% | +49.8% | +16.5% | +45.3% |
| All | +718.6% | +46.3% | +672.3% | +682.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling