+454.9%
PBR vs PBF
+419.4%
+35.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.9% | +1.2% |
| 7D | -1.0% | +6.5% | -7.5% | -2.4% |
| 30D | -29.3% | -20.0% | -9.3% | -26.2% |
| 3M | +5.5% | -3.3% | +8.9% | +5.1% |
| 6M | -2.9% | +76.8% | -79.7% | -16.0% |
| YTD | +61.5% | +168.9% | -107.5% | +25.1% |
| 1Y | +46.9% | +96.4% | -49.5% | +21.6% |
| 3Y | +66.4% | +77.2% | -10.8% | +32.8% |
| All | +454.9% | +419.4% | +35.5% | +254.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling