+420.4%
PBF vs PR
+273.3%
+147.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.8% | -0.3% |
| 7D | +6.5% | +6.0% | +0.5% | +2.6% |
| 30D | -20.0% | -4.2% | -15.8% | -18.0% |
| 3M | -3.3% | +10.0% | -13.3% | -9.8% |
| 6M | +76.8% | +15.6% | +61.2% | +59.8% |
| YTD | +168.9% | +68.2% | +100.8% | +94.0% |
| 1Y | +96.4% | +79.2% | +17.2% | +36.0% |
| 3Y | +77.2% | +94.9% | -17.7% | +16.2% |
| All | +420.4% | +273.3% | +147.1% | +108.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling