+63.3%
PBF vs LTH
+268.4%
-205.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.6% |
| 7D | -13.8% | +4.5% | -18.2% | -13.6% |
| 30D | -19.6% | +16.3% | -36.0% | -19.3% |
| 3M | +10.3% | +8.4% | +1.9% | +10.6% |
| 6M | +63.4% | +40.3% | +23.2% | +64.1% |
| YTD | +152.6% | +77.3% | +75.4% | +152.3% |
| 1Y | +87.4% | +88.0% | -0.6% | +86.1% |
| 3Y | +63.3% | +274.3% | -211.0% | +52.5% |
| All | +63.3% | +268.4% | -205.2% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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