+57.2%
PPL vs PBF
+59.0%
-1.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.4% | +7.6% | +0.2% |
| 7D | +0.4% | -13.8% | +14.2% | +0.3% |
| 30D | +5.4% | -19.6% | +25.1% | +5.3% |
| 3M | +4.3% | +10.3% | -6.0% | +4.4% |
| 6M | -1.3% | +63.4% | -64.8% | -1.0% |
| YTD | +4.7% | +152.6% | -147.9% | +4.6% |
| 1Y | +1.3% | +87.4% | -86.1% | +1.5% |
| 3Y | +57.2% | +63.3% | -6.0% | +55.7% |
| All | +57.2% | +59.0% | -1.8% | +55.7% |
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 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