+111.0%
PBF vs ZYBT
-42.3%
+153.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.2% | -8.9% | -6.7% |
| 7D | -0.9% | -3.5% | +2.6% | -0.9% |
| 30D | -13.7% | +15.1% | -28.8% | -13.7% |
| 3M | +10.6% | +7.0% | +3.6% | +10.6% |
| 6M | +61.2% | +37.7% | +23.5% | +57.9% |
| YTD | +172.7% | +19.1% | +153.6% | +167.7% |
| 1Y | +111.0% | -38.3% | +149.3% | +119.8% |
| All | +111.0% | -42.3% | +153.3% | +119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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