+104.3%
PBR vs PBF
+56.6%
+47.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.4% | +2.0% |
| 7D | +4.2% | +2.3% | +1.9% | +3.8% |
| 30D | +22.7% | +11.6% | +11.2% | +19.8% |
| 3M | +21.5% | +81.7% | -60.2% | +6.5% |
| 6M | +24.0% | +96.4% | -72.4% | +6.1% |
| YTD | +88.2% | +189.5% | -101.2% | +46.3% |
| 1Y | +74.8% | +180.7% | -105.9% | +35.3% |
| All | +104.3% | +56.6% | +47.7% | +69.3% |
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