+67.9%
PPL vs PBF
+260.7%
-192.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.9% | +1.3% |
| 7D | -0.4% | +6.5% | -6.8% | -0.9% |
| 30D | +2.6% | -20.0% | +22.6% | +4.2% |
| 3M | +0.8% | -3.3% | +4.1% | +0.6% |
| 6M | +1.4% | +76.8% | -75.4% | -4.0% |
| YTD | +4.3% | +168.9% | -164.6% | -5.6% |
| 1Y | +0.8% | +96.4% | -95.6% | -6.4% |
| 3Y | +57.9% | +77.2% | -19.3% | +44.5% |
| 5Y | +48.3% | +417.7% | -369.4% | +17.1% |
| All | +67.9% | +260.7% | -192.9% | +14.9% |
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