+74.7%
PBR vs PBF
+184.8%
-110.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.1% |
| 7D | +5.4% | +5.3% | 0.0% | +4.4% |
| 30D | +22.9% | +11.7% | +11.1% | +20.3% |
| 3M | +19.6% | +91.1% | -71.4% | +5.9% |
| 6M | +16.5% | +88.4% | -72.0% | +2.8% |
| YTD | +86.7% | +194.1% | -107.4% | +50.4% |
| 1Y | +74.7% | +180.4% | -105.7% | +40.6% |
| All | +74.7% | +184.8% | -110.1% | +40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling