+252.3%
PBF vs P
+748.5%
-496.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.3% | -2.9% | +1.6% |
| 7D | -7.4% | -9.6% | +2.2% | -4.9% |
| 30D | -17.5% | -33.4% | +16.0% | -8.3% |
| 3M | +13.1% | +14.2% | -1.1% | +6.7% |
| 6M | +72.6% | +31.6% | +41.1% | +52.6% |
| YTD | +161.2% | +53.5% | +107.7% | +115.9% |
| 1Y | +93.3% | +14.2% | +79.2% | +71.5% |
| 3Y | +80.7% | +190.5% | -109.8% | +3.7% |
| 5Y | +396.1% | +256.3% | +139.8% | +145.4% |
| 10Y | +252.3% | +707.9% | -455.6% | +31.1% |
| All | +252.3% | +748.5% | -496.2% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling