+177.3%
PBF vs Z
-63.3%
+240.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -6.4% | +9.7% | +2.5% |
| 7D | +2.4% | -3.3% | +5.6% | +2.0% |
| 30D | +24.9% | -3.7% | +28.6% | +24.4% |
| 3M | +81.9% | -7.0% | +88.8% | +80.8% |
| 6M | +79.4% | -29.5% | +108.9% | +72.8% |
| YTD | +188.3% | -52.6% | +240.9% | +166.7% |
| 1Y | +177.3% | -64.0% | +241.3% | +161.6% |
| All | +177.3% | -63.3% | +240.5% | +161.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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