+330.8%
PBF vs BUD
+25.1%
+305.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | +4.3% | +0.3% | +4.0% | +4.1% |
| 30D | +22.0% | -5.7% | +27.7% | +25.9% |
| 3M | +74.5% | +3.1% | +71.4% | +70.1% |
| 6M | +67.7% | +7.9% | +59.8% | +55.9% |
| YTD | +179.2% | +27.3% | +151.9% | +131.8% |
| 1Y | +170.0% | +37.8% | +132.2% | +111.7% |
| 3Y | +66.4% | +49.8% | +16.5% | +17.7% |
| 5Y | +764.5% | +43.8% | +720.7% | +494.5% |
| 10Y | +358.5% | -22.6% | +381.2% | +284.9% |
| All | +330.8% | +25.1% | +305.7% | +203.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling