+50.7%
PFE vs PBF
+261.5%
-210.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.8% | -5.5% | 0.0% |
| 7D | -3.0% | -4.0% | +1.0% | -2.8% |
| 30D | +5.2% | -18.0% | +23.2% | +6.2% |
| 3M | +12.2% | +0.9% | +11.3% | +11.8% |
| 6M | +17.8% | +65.7% | -47.9% | +13.5% |
| YTD | +26.2% | +161.9% | -135.7% | +17.3% |
| 1Y | +23.2% | +77.8% | -54.6% | +17.2% |
| 3Y | +21.3% | +74.9% | -53.6% | +13.3% |
| 5Y | -23.1% | +423.4% | -446.5% | -35.0% |
| 10Y | +50.7% | +255.2% | -204.4% | +19.7% |
| All | +50.7% | +261.5% | -210.8% | +19.7% |
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