+662.0%
PBR vs PBF
+374.8%
+287.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.3% |
| 7D | +5.4% | +5.3% | 0.0% | +3.9% |
| 30D | +22.9% | +11.7% | +11.1% | +19.0% |
| 3M | +19.6% | +91.1% | -71.4% | -0.7% |
| 6M | +16.5% | +88.4% | -72.0% | -4.0% |
| YTD | +86.7% | +194.1% | -107.4% | +34.4% |
| 1Y | +74.7% | +180.4% | -105.7% | +25.7% |
| 3Y | +102.6% | +59.3% | +43.3% | +60.8% |
| 5Y | +566.6% | +816.3% | -249.7% | +189.1% |
| All | +662.0% | +374.8% | +287.2% | +223.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 10y: compounded portfolio wealth divided by compounded PBF 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…
10y analysis · Full analysis span regression · 6 months rolling