+63.3%
PBF vs PR
+64.2%
-1.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -3.1% |
| 7D | -13.8% | -16.4% | +2.7% | -1.1% |
| 30D | -19.6% | -1.9% | -17.7% | -18.7% |
| 3M | +10.3% | +8.0% | +2.3% | +2.4% |
| 6M | +63.4% | +4.1% | +59.3% | +55.8% |
| YTD | +152.6% | +58.7% | +93.9% | +76.1% |
| 1Y | +87.4% | +75.8% | +11.5% | +20.6% |
| 3Y | +63.3% | +73.2% | -9.9% | +7.1% |
| All | +63.3% | +64.2% | -1.0% | +7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling