+255.2%
PBF vs PR
+72.8%
+182.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.8% | +3.0% | +4.7% |
| 7D | -4.0% | -0.5% | -3.5% | -3.8% |
| 30D | -18.0% | -4.6% | -13.4% | -16.5% |
| 3M | +0.9% | +4.7% | -3.8% | -1.2% |
| 6M | +65.7% | +12.4% | +53.3% | +58.2% |
| YTD | +161.9% | +62.9% | +99.0% | +119.1% |
| 1Y | +77.8% | +70.6% | +7.2% | +46.2% |
| 3Y | +74.9% | +90.0% | -15.2% | +39.3% |
| 5Y | +423.4% | +255.5% | +167.9% | +226.9% |
| 10Y | +255.2% | +78.7% | +176.4% | +108.2% |
| All | +255.2% | +72.8% | +182.4% | +108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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