+47.6%
PPL vs PBF
+380.2%
-332.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.2% | +5.3% | +0.2% |
| 7D | 0.0% | -15.3% | +15.3% | +0.4% |
| 30D | +4.3% | -21.8% | +26.1% | +4.9% |
| 3M | +2.9% | -0.2% | +3.1% | +2.8% |
| 6M | +1.1% | +63.6% | -62.5% | -0.7% |
| YTD | +4.5% | +147.5% | -143.1% | +0.5% |
| 1Y | +0.1% | +69.8% | -69.7% | -2.2% |
| 3Y | +55.7% | +65.3% | -9.6% | +50.7% |
| 5Y | +47.6% | +393.4% | -345.8% | +33.1% |
| All | +47.6% | +380.2% | -332.6% | +33.1% |
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