+100.2%
PBF vs REPL
+36.8%
+63.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | +6.5% | +1.2% | +5.2% | +6.3% |
| 30D | -20.0% | +92.2% | -112.2% | -23.4% |
| 3M | -3.3% | +44.1% | -47.4% | -6.0% |
| 6M | +76.8% | +313.0% | -236.2% | +52.2% |
| YTD | +168.9% | +125.2% | +43.7% | +129.2% |
| 1Y | +96.4% | +143.8% | -47.4% | +65.9% |
| 3Y | +77.2% | +104.2% | -27.0% | +11.8% |
| 5Y | +417.7% | -34.5% | +452.3% | +290.8% |
| All | +100.2% | +36.8% | +63.3% | +3.9% |
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