+135.8%
PPL vs PBF
+303.9%
-168.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | +2.7% | +4.3% | -1.6% | +2.3% |
| 30D | +0.5% | +22.0% | -21.5% | -1.2% |
| 3M | +0.7% | +74.5% | -73.8% | -4.1% |
| 6M | -7.6% | +67.7% | -75.3% | -12.2% |
| YTD | +1.8% | +179.2% | -177.4% | -7.6% |
| 1Y | -0.8% | +170.0% | -170.8% | -10.2% |
| 3Y | +56.9% | +66.4% | -9.5% | +45.0% |
| 5Y | +39.5% | +764.5% | -725.0% | +5.6% |
| 10Y | +55.4% | +358.5% | -303.1% | +7.4% |
| All | +135.8% | +303.9% | -168.1% | +58.1% |
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