+94.4%
PBF vs REPL
+39.1%
+55.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.0% | +0.4% | +3.2% |
| 7D | -7.4% | +14.2% | -21.6% | -8.1% |
| 30D | -17.5% | +65.9% | -83.3% | -20.3% |
| 3M | +13.1% | +84.6% | -71.5% | +8.4% |
| 6M | +72.6% | +446.9% | -374.3% | +44.9% |
| YTD | +161.2% | +129.0% | +32.2% | +122.5% |
| 1Y | +93.3% | +167.9% | -74.5% | +62.1% |
| 3Y | +80.7% | +93.9% | -13.2% | +15.6% |
| 5Y | +396.1% | -33.0% | +429.1% | +273.5% |
| All | +94.4% | +39.1% | +55.3% | +0.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling