+111.8%
PFE vs PBF
+303.9%
-192.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.2% |
| 7D | +1.8% | +4.3% | -2.5% | +1.5% |
| 30D | +10.2% | +22.0% | -11.8% | +8.8% |
| 3M | +12.7% | +74.5% | -61.8% | +8.3% |
| 6M | +10.5% | +67.7% | -57.1% | +6.0% |
| YTD | +20.2% | +179.2% | -159.0% | +10.9% |
| 1Y | +24.1% | +170.0% | -145.9% | +14.3% |
| 3Y | -3.6% | +66.4% | -69.9% | -9.8% |
| 5Y | -20.9% | +764.5% | -785.4% | -36.8% |
| 10Y | +35.8% | +358.5% | -322.7% | +1.2% |
| All | +111.8% | +303.9% | -192.0% | +53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling