+303.0%
PBF vs BUD
+32.4%
+270.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.3% | +2.0% | +2.6% |
| 7D | -7.4% | +1.3% | -8.7% | -8.4% |
| 30D | -17.5% | +10.0% | -27.5% | -22.6% |
| 3M | +13.1% | +1.6% | +11.5% | +10.5% |
| 6M | +72.6% | +6.5% | +66.1% | +63.0% |
| YTD | +161.2% | +34.8% | +126.4% | +107.3% |
| 1Y | +93.3% | +36.5% | +56.9% | +52.0% |
| 3Y | +80.7% | +49.0% | +31.7% | +28.4% |
| 5Y | +396.1% | +51.7% | +344.4% | +227.1% |
| 10Y | +252.3% | -7.5% | +259.8% | +167.6% |
| All | +303.0% | +32.4% | +270.6% | +171.7% |
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