+138.9%
PH vs PBF
+74.2%
+64.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.4% | +0.8% | +3.9% |
| 7D | +3.0% | -7.4% | +10.4% | +3.7% |
| 30D | -0.6% | -17.5% | +16.8% | +0.9% |
| 3M | -10.7% | +13.1% | -23.9% | -12.1% |
| 6M | +9.1% | +72.6% | -63.6% | +2.1% |
| YTD | +9.5% | +161.2% | -151.7% | -6.5% |
| 1Y | +14.0% | +93.3% | -79.3% | +2.5% |
| 3Y | +138.9% | +80.7% | +58.2% | +95.2% |
| All | +138.9% | +74.2% | +64.7% | +95.2% |
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