+141.9%
PPL vs PBF
+294.5%
-152.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.7% | +6.7% | +0.5% |
| 7D | +1.8% | -0.9% | +2.7% | +1.8% |
| 30D | +8.4% | -13.7% | +22.1% | +9.4% |
| 3M | +2.4% | +10.6% | -8.2% | +1.1% |
| 6M | -4.0% | +61.2% | -65.1% | -8.3% |
| YTD | +4.5% | +172.7% | -168.3% | -5.3% |
| 1Y | +1.7% | +111.0% | -109.3% | -5.9% |
| 3Y | +55.5% | +73.6% | -18.0% | +42.9% |
| 5Y | +47.0% | +479.7% | -432.6% | +16.1% |
| 10Y | +62.4% | +312.9% | -250.5% | +13.0% |
| All | +141.9% | +294.5% | -152.6% | +62.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling