+66.0%
PBF vs COMP
+215.9%
-149.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.9% | -1.3% |
| 7D | +4.3% | +1.4% | +2.9% | +4.3% |
| 30D | +22.0% | -13.3% | +35.3% | +21.8% |
| 3M | +74.5% | +41.1% | +33.4% | +75.0% |
| 6M | +67.7% | +17.2% | +50.5% | +70.4% |
| YTD | +179.2% | +5.2% | +174.0% | +185.0% |
| 1Y | +170.0% | +18.9% | +151.1% | +172.2% |
| All | +66.0% | +215.9% | -149.9% | +63.0% |
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