+111.0%
PBF vs POET
-21.9%
+132.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.1% | -2.5% | -6.6% |
| 7D | -0.9% | -16.4% | +15.5% | -0.7% |
| 30D | -13.7% | -37.5% | +23.8% | -13.3% |
| 3M | +10.6% | -43.1% | +53.7% | +11.3% |
| 6M | +61.2% | -31.4% | +92.5% | +60.6% |
| YTD | +172.7% | -22.9% | +195.6% | +170.8% |
| 1Y | +111.0% | -18.0% | +129.0% | +112.4% |
| All | +111.0% | -21.9% | +132.9% | +112.4% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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