+395.3%
PBF vs REPL
-35.6%
+430.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.0% | -9.6% | -1.7% |
| 7D | -13.8% | +22.8% | -36.5% | -14.0% |
| 30D | -19.6% | +63.8% | -83.4% | -20.1% |
| 3M | +10.3% | +68.1% | -57.9% | +9.5% |
| 6M | +63.4% | +528.5% | -465.0% | +57.8% |
| YTD | +152.6% | +122.4% | +30.2% | +146.3% |
| 1Y | +87.4% | +154.4% | -67.0% | +81.9% |
| 3Y | +63.3% | +68.0% | -4.7% | +47.6% |
| All | +395.3% | -35.6% | +430.9% | +404.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling