+48.5%
PPL vs PBF
+407.6%
-359.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.4% | +7.6% | +0.4% |
| 7D | +0.4% | -13.8% | +14.2% | +0.8% |
| 30D | +5.4% | -19.6% | +25.1% | +6.0% |
| 3M | +4.3% | +10.3% | -6.0% | +3.8% |
| 6M | -1.3% | +63.4% | -64.8% | -3.1% |
| YTD | +4.7% | +152.6% | -147.9% | +0.6% |
| 1Y | +1.3% | +87.4% | -86.1% | -1.5% |
| 3Y | +57.2% | +63.3% | -6.0% | +52.4% |
| All | +48.5% | +407.6% | -359.1% | +34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling