+14.3%
PFE vs PBF
+59.0%
-44.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.6% |
| 7D | -3.7% | -13.8% | +10.1% | -3.5% |
| 30D | +5.0% | -19.6% | +24.6% | +5.3% |
| 3M | +12.2% | +10.3% | +1.9% | +11.6% |
| 6M | +14.6% | +63.4% | -48.9% | +12.4% |
| YTD | +24.1% | +152.6% | -128.5% | +18.4% |
| 1Y | +26.6% | +87.4% | -60.8% | +22.6% |
| 3Y | +14.3% | +63.3% | -48.9% | +5.0% |
| All | +14.3% | +59.0% | -44.7% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling