+206.4%
PBF vs PR
+169.5%
+36.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.7% |
| 7D | +4.3% | +2.9% | +1.4% | +3.2% |
| 30D | +22.0% | +18.0% | +3.9% | +14.3% |
| 3M | +74.5% | +16.9% | +57.6% | +64.2% |
| 6M | +67.7% | +28.2% | +39.5% | +53.3% |
| YTD | +179.2% | +69.3% | +109.9% | +130.6% |
| 1Y | +170.0% | +69.5% | +100.5% | +122.8% |
| 3Y | +66.4% | +81.7% | -15.3% | +34.4% |
| 5Y | +764.5% | +422.2% | +342.3% | +381.1% |
| 10Y | +358.5% | +110.4% | +248.2% | +134.9% |
| All | +206.4% | +169.5% | +36.9% | +59.6% |
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