+118.8%
PFE vs PBF
+265.5%
-146.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.5% |
| 7D | -3.7% | -13.8% | +10.1% | -2.9% |
| 30D | +5.0% | -19.6% | +24.6% | +6.2% |
| 3M | +12.2% | +10.3% | +1.9% | +11.1% |
| 6M | +14.6% | +63.4% | -48.9% | +10.1% |
| YTD | +24.1% | +152.6% | -128.5% | +15.0% |
| 1Y | +26.6% | +87.4% | -60.8% | +19.5% |
| 3Y | +14.3% | +63.3% | -48.9% | +6.8% |
| 5Y | -21.9% | +412.5% | -434.4% | -34.8% |
| 10Y | +62.6% | +282.5% | -219.8% | +22.7% |
| All | +118.8% | +265.5% | -146.6% | +58.7% |
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 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