+170.0%
PBF vs PL
+176.6%
-6.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | -0.1% | -1.3% |
| 7D | +4.3% | -9.3% | +13.6% | +4.5% |
| 30D | +22.0% | -18.9% | +40.9% | +22.5% |
| 3M | +74.5% | -58.4% | +132.9% | +76.9% |
| 6M | +67.7% | -30.3% | +98.0% | +68.4% |
| YTD | +179.2% | -8.1% | +187.3% | +179.4% |
| 1Y | +170.0% | +180.5% | -10.5% | +182.6% |
| All | +170.0% | +176.6% | -6.6% | +182.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling