+487.6%
PBF vs PL
+46.3%
+441.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.5% | +5.3% | +5.8% |
| 7D | -4.0% | +13.4% | -17.3% | -4.8% |
| 30D | -18.0% | -10.2% | -7.8% | -17.6% |
| 3M | +0.9% | -39.5% | +40.4% | +3.6% |
| 6M | +65.7% | -65.7% | +131.4% | +74.8% |
| YTD | +161.9% | -27.3% | +189.2% | +160.1% |
| 1Y | +77.8% | +15.0% | +62.8% | +70.4% |
| 3Y | +74.9% | +560.8% | -486.0% | +40.4% |
| 5Y | +423.4% | +38.4% | +385.0% | +340.6% |
| All | +487.6% | +46.3% | +441.2% | +405.3% |
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