+77.8%
PBF vs REPL
+147.5%
-69.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -6.4% | +12.2% | +5.7% |
| 7D | -4.0% | +5.3% | -9.2% | -3.9% |
| 30D | -18.0% | +66.6% | -84.6% | -17.3% |
| 3M | +0.9% | +59.6% | -58.6% | +1.8% |
| 6M | +65.7% | +482.4% | -416.6% | +74.9% |
| YTD | +161.9% | +124.1% | +37.8% | +145.4% |
| 1Y | +77.8% | +138.6% | -60.8% | +69.6% |
| All | +77.8% | +147.5% | -69.7% | +69.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling