+572.2%
PBR vs PBF
+785.3%
-213.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.4% | +2.0% |
| 7D | +4.2% | +2.3% | +1.9% | +3.7% |
| 30D | +22.7% | +11.6% | +11.2% | +19.6% |
| 3M | +21.5% | +81.7% | -60.2% | +5.7% |
| 6M | +24.0% | +96.4% | -72.4% | +5.2% |
| YTD | +88.2% | +189.5% | -101.2% | +44.7% |
| 1Y | +74.8% | +180.7% | -105.9% | +33.8% |
| 3Y | +105.1% | +56.6% | +48.5% | +69.9% |
| 5Y | +572.2% | +802.0% | -229.7% | +267.6% |
| All | +572.2% | +785.3% | -213.1% | +267.6% |
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 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