+210.8%
PBF vs Z
+10.9%
+199.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.8% | -0.4% | +2.7% |
| 7D | -7.4% | -5.2% | -2.2% | -6.7% |
| 30D | -17.5% | +5.7% | -23.2% | -18.7% |
| 3M | +13.1% | -8.7% | +21.9% | +13.7% |
| 6M | +72.6% | -26.0% | +98.6% | +79.0% |
| YTD | +161.2% | -55.0% | +216.2% | +193.0% |
| 1Y | +93.3% | -58.0% | +151.3% | +119.2% |
| 3Y | +80.7% | -15.2% | +95.9% | +72.1% |
| 5Y | +396.1% | -53.8% | +449.9% | +405.5% |
| 10Y | +252.3% | -14.5% | +266.8% | +149.0% |
| All | +210.8% | +10.9% | +199.9% | +95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling