+66.4%
PBR vs PBF
+80.0%
-13.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.9% | +1.2% |
| 7D | -1.0% | +6.5% | -7.5% | -2.3% |
| 30D | -29.3% | -20.0% | -9.3% | -26.4% |
| 3M | +5.5% | -3.3% | +8.9% | +5.2% |
| 6M | -2.9% | +76.8% | -79.7% | -15.1% |
| YTD | +61.5% | +168.9% | -107.5% | +27.1% |
| 1Y | +46.9% | +96.4% | -49.5% | +23.1% |
| 3Y | +66.4% | +77.2% | -10.8% | +25.2% |
| All | +66.4% | +80.0% | -13.6% | +25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling