+80.7%
PBF vs PL
+544.4%
-463.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +14.5% | -11.1% | +2.5% |
| 7D | -7.4% | +10.9% | -18.2% | -8.0% |
| 30D | -17.5% | -16.4% | -1.1% | -16.8% |
| 3M | +13.1% | -39.9% | +53.1% | +16.3% |
| 6M | +72.6% | -63.2% | +135.8% | +81.5% |
| YTD | +161.2% | -27.1% | +188.3% | +158.2% |
| 1Y | +93.3% | +12.2% | +81.2% | +84.0% |
| 3Y | +80.7% | +584.3% | -503.6% | +32.4% |
| All | +80.7% | +544.4% | -463.7% | +32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling