+63.3%
PBF vs COMP
+353.8%
-290.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.7% | -12.3% | -1.4% |
| 7D | -13.8% | +13.4% | -27.2% | -13.5% |
| 30D | -19.6% | +11.1% | -30.7% | -19.4% |
| 3M | +10.3% | -18.8% | +29.1% | +10.0% |
| 6M | +63.4% | +10.5% | +52.9% | +64.0% |
| YTD | +152.6% | -3.4% | +156.0% | +158.2% |
| 1Y | +87.4% | +19.7% | +67.7% | +88.3% |
| 3Y | +63.3% | +381.6% | -318.3% | +37.4% |
| All | +63.3% | +353.8% | -290.5% | +37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling