+415.4%
PBF vs P
+286.6%
+128.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.4% | -1.1% | +1.7% |
| 7D | +4.3% | +17.8% | -13.6% | +1.4% |
| 30D | -21.8% | -29.9% | +8.1% | -17.5% |
| 3M | +1.7% | -1.2% | +2.9% | +0.9% |
| 6M | +69.8% | +32.1% | +37.7% | +58.9% |
| YTD | +167.7% | +64.3% | +103.4% | +138.8% |
| 1Y | +89.0% | +24.3% | +64.7% | +75.4% |
| 3Y | +78.8% | +203.2% | -124.4% | +29.6% |
| 5Y | +415.4% | +290.4% | +125.0% | +237.3% |
| All | +415.4% | +286.6% | +128.8% | +237.3% |
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