+99.2%
PSA vs PBF
+367.4%
-268.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | -3.6% | +2.3% | -6.0% | -3.7% |
| 30D | -9.4% | +11.6% | -20.9% | -9.8% |
| 3M | -8.2% | +81.7% | -89.9% | -10.7% |
| 6M | -1.8% | +96.4% | -98.3% | -5.3% |
| YTD | +15.7% | +189.5% | -173.7% | +9.3% |
| 1Y | +6.3% | +180.7% | -174.5% | +0.2% |
| 3Y | +21.6% | +56.6% | -35.1% | +16.4% |
| 5Y | +13.5% | +802.0% | -788.5% | -1.2% |
| All | +99.2% | +367.4% | -268.2% | +62.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling