+395.3%
PBF vs P
+247.4%
+147.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.2% | -2.2% |
| 7D | -13.8% | -23.8% | +10.1% | -9.9% |
| 30D | -19.6% | -36.6% | +17.0% | -13.7% |
| 3M | +10.3% | +10.9% | -0.6% | +7.5% |
| 6M | +63.4% | +30.0% | +33.5% | +53.2% |
| YTD | +152.6% | +44.4% | +108.2% | +130.2% |
| 1Y | +87.4% | +3.9% | +83.4% | +79.4% |
| 3Y | +63.3% | +176.6% | -113.3% | +19.7% |
| All | +395.3% | +247.4% | +147.9% | +235.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling