+199.3%
PBF vs PR
+160.5%
+38.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -6.5% | -0.1% | -4.2% |
| 7D | -0.9% | -12.1% | +11.2% | +4.1% |
| 30D | -13.7% | +0.9% | -14.6% | -14.0% |
| 3M | +10.6% | +10.1% | +0.5% | +6.4% |
| 6M | +61.2% | +1.1% | +60.1% | +60.4% |
| YTD | +172.7% | +63.7% | +109.1% | +128.1% |
| 1Y | +111.0% | +87.0% | +24.0% | +67.9% |
| 3Y | +73.6% | +70.7% | +2.8% | +43.8% |
| 5Y | +479.7% | +246.8% | +232.8% | +266.5% |
| 10Y | +312.9% | +72.6% | +240.3% | +113.6% |
| All | +199.3% | +160.5% | +38.9% | +57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling