+114.6%
PBF vs REPL
-7.7%
+122.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.8% | +5.1% | +3.4% |
| 7D | +2.4% | -5.7% | +8.1% | +2.7% |
| 30D | +24.9% | +22.5% | +2.4% | +23.2% |
| 3M | +81.9% | +64.7% | +17.2% | +70.8% |
| 6M | +79.4% | +83.0% | -3.7% | +55.7% |
| YTD | +188.3% | +52.0% | +136.4% | +152.9% |
| 1Y | +177.3% | +144.5% | +32.7% | +120.9% |
| 3Y | +56.0% | -25.1% | +81.1% | +14.6% |
| 5Y | +804.0% | -52.9% | +856.9% | +590.7% |
| All | +114.6% | -7.7% | +122.2% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded REPL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling