+32.9%
PFE vs PBF
+354.3%
-321.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.3% | -5.6% | -2.5% |
| 7D | -2.7% | +2.4% | -5.0% | -2.8% |
| 30D | +3.8% | +24.9% | -21.0% | +2.4% |
| 3M | +10.4% | +81.9% | -71.5% | +6.0% |
| 6M | +6.3% | +79.4% | -73.1% | +1.7% |
| YTD | +17.4% | +188.3% | -170.9% | +8.5% |
| 1Y | +21.1% | +177.3% | -156.1% | +11.9% |
| 3Y | -1.6% | +56.0% | -57.6% | -7.2% |
| 5Y | -22.2% | +804.0% | -826.2% | -37.6% |
| 10Y | +32.9% | +334.1% | -301.2% | -1.0% |
| All | +32.9% | +354.3% | -321.4% | -1.0% |
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 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