+812.6%
PH vs PBF
+351.3%
+461.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | 0.0% | +1.4% | -1.4% | -0.3% |
| 30D | -10.3% | +15.8% | -26.1% | -12.9% |
| 3M | +5.1% | +90.3% | -85.2% | -7.9% |
| 6M | +2.3% | +102.8% | -100.5% | -12.9% |
| YTD | +8.7% | +187.3% | -178.6% | -14.6% |
| 1Y | +26.8% | +161.8% | -135.1% | +0.3% |
| 3Y | +139.2% | +55.5% | +83.7% | +100.9% |
| 5Y | +251.1% | +801.9% | -550.8% | +84.5% |
| 10Y | +812.6% | +362.2% | +450.3% | +360.3% |
| All | +812.6% | +351.3% | +461.3% | +360.3% |
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