+466.8%
PBF vs PL
+28.1%
+438.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.8% | -6.6% | -7.3% |
| 7D | -13.8% | -6.8% | -6.9% | -13.4% |
| 30D | -19.6% | -29.3% | +9.7% | -18.1% |
| 3M | +10.3% | -44.8% | +55.0% | +13.9% |
| 6M | +63.4% | -68.4% | +131.8% | +73.3% |
| YTD | +152.6% | -36.4% | +189.0% | +153.1% |
| 1Y | +87.4% | +0.7% | +86.6% | +81.1% |
| 3Y | +63.3% | +455.3% | -392.1% | +32.6% |
| 5Y | +412.5% | +22.7% | +389.8% | +336.9% |
| All | +466.8% | +28.1% | +438.8% | +391.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling