+49.6%
PFE vs PBF
+299.9%
-250.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.4% | -3.9% | -0.7% |
| 7D | -4.7% | -7.4% | +2.7% | -4.3% |
| 30D | +3.4% | -17.5% | +20.8% | +4.4% |
| 3M | +9.2% | +13.1% | -3.9% | +8.1% |
| 6M | +15.8% | +72.6% | -56.8% | +11.3% |
| YTD | +23.4% | +161.2% | -137.7% | +14.8% |
| 1Y | +25.8% | +93.3% | -67.5% | +19.2% |
| 3Y | +17.8% | +80.7% | -62.8% | +9.9% |
| 5Y | -20.2% | +396.1% | -416.3% | -32.2% |
| 10Y | +49.6% | +252.3% | -202.7% | +18.5% |
| All | +49.6% | +299.9% | -250.3% | +18.5% |
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