+308.4%
PBR vs PBF
+317.1%
-8.6%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.3% | +0.3% | +2.6% |
| 7D | +2.5% | +2.4% | +0.1% | +1.8% |
| 30D | +19.4% | +24.9% | -5.5% | +11.9% |
| 3M | +20.8% | +81.9% | -61.1% | +1.1% |
| 6M | +23.5% | +79.4% | -55.9% | +2.3% |
| YTD | +83.4% | +188.3% | -104.9% | +31.5% |
| 1Y | +77.6% | +177.3% | -99.7% | +26.7% |
| 3Y | +99.9% | +56.0% | +43.9% | +58.4% |
| 5Y | +567.7% | +804.0% | -236.3% | +184.9% |
| 10Y | +621.5% | +334.1% | +287.4% | +179.1% |
| All | +308.4% | +317.1% | -8.6% | +57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling