+214.1%
PBF vs P
+485.4%
-271.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.7% |
| 7D | +4.3% | +6.5% | -2.2% | +2.5% |
| 30D | +22.0% | +18.8% | +3.1% | +16.2% |
| 3M | +74.5% | +26.7% | +47.8% | +61.6% |
| 6M | +67.7% | +62.2% | +5.5% | +42.8% |
| YTD | +179.2% | +48.5% | +130.7% | +140.3% |
| 1Y | +170.0% | +26.4% | +143.6% | +137.8% |
| 3Y | +66.4% | +159.4% | -93.0% | +6.6% |
| 5Y | +764.5% | +275.8% | +488.7% | +363.2% |
| 10Y | +358.5% | +732.0% | -373.5% | +97.3% |
| All | +214.1% | +485.4% | -271.2% | +35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling