-2.1%
PH vs PBF
+90.7%
-92.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.4% |
| 7D | -3.1% | +4.3% | -7.4% | -2.5% |
| 30D | -3.2% | +22.0% | -25.2% | -0.3% |
| 3M | +10.6% | +74.5% | -63.9% | +22.5% |
| 6M | -2.1% | +67.7% | -69.8% | +8.7% |
| All | -2.1% | +90.7% | -92.8% | +8.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling