+87.4%
PBF vs COMP
+16.2%
+71.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.7% | -12.3% | +0.6% |
| 7D | -13.8% | +13.4% | -27.2% | -11.2% |
| 30D | -19.6% | +11.1% | -30.7% | -17.3% |
| 3M | +10.3% | -18.8% | +29.1% | +5.8% |
| 6M | +63.4% | +10.5% | +52.9% | +71.7% |
| YTD | +152.6% | -3.4% | +156.0% | +187.4% |
| 1Y | +87.4% | +19.7% | +67.7% | +99.8% |
| All | +87.4% | +16.2% | +71.2% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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