+48.5%
PFE vs PBF
+259.1%
-210.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.2% |
| 7D | -2.1% | +4.3% | -6.4% | -2.4% |
| 30D | +3.1% | -21.8% | +24.9% | +4.4% |
| 3M | +11.2% | +1.7% | +9.4% | +10.7% |
| 6M | +15.0% | +69.8% | -54.7% | +10.7% |
| YTD | +23.5% | +167.7% | -144.2% | +14.6% |
| 1Y | +18.9% | +89.0% | -70.1% | +12.8% |
| 3Y | +18.7% | +78.8% | -60.0% | +10.8% |
| 5Y | -24.0% | +415.4% | -439.4% | -35.7% |
| All | +48.5% | +259.1% | -210.6% | +17.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling