+210.2%
PBF vs ZYBT
-58.9%
+269.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +1.6% |
| 7D | +5.3% | -3.7% | +9.1% | +5.3% |
| 30D | +11.7% | 0.0% | +11.7% | +11.7% |
| 3M | +91.1% | +72.2% | +18.9% | +88.5% |
| 6M | +88.4% | +103.1% | -14.7% | +84.0% |
| YTD | +194.1% | +34.8% | +159.3% | +189.5% |
| 1Y | +180.4% | -83.2% | +263.6% | +188.0% |
| All | +210.2% | -58.9% | +269.1% | +233.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling