+77.2%
PBF vs REPL
+97.7%
-20.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | +6.5% | +1.2% | +5.2% | +6.4% |
| 30D | -20.0% | +92.2% | -112.2% | -20.2% |
| 3M | -3.3% | +44.1% | -47.4% | -3.5% |
| 6M | +76.8% | +313.0% | -236.2% | +75.5% |
| YTD | +168.9% | +125.2% | +43.7% | +167.9% |
| 1Y | +96.4% | +143.8% | -47.4% | +95.3% |
| 3Y | +77.2% | +104.2% | -27.0% | +65.6% |
| All | +77.2% | +97.7% | -20.5% | +65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling