+157.7%
PBF vs PLTU
+154.0%
+3.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -9.0% | +7.7% | -0.8% |
| 7D | +4.3% | -13.6% | +17.9% | +5.1% |
| 30D | +22.0% | +16.7% | +5.3% | +20.6% |
| 3M | +74.5% | +29.6% | +44.9% | +69.8% |
| 6M | +67.7% | -0.1% | +67.8% | +64.1% |
| YTD | +179.2% | -31.5% | +210.7% | +179.0% |
| 1Y | +170.0% | -19.7% | +189.7% | +161.9% |
| All | +157.7% | +154.0% | +3.6% | +110.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTU.
Daily Out/Under-Performance
Portfolio return minus PLTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTU 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 PLTU 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