+6.3%
PSA vs PBF
+167.4%
-161.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | -3.6% | +2.3% | -6.0% | -3.5% |
| 30D | -9.4% | +11.6% | -20.9% | -8.6% |
| 3M | -8.2% | +81.7% | -89.9% | -4.5% |
| 6M | -1.8% | +96.4% | -98.3% | +1.8% |
| YTD | +15.7% | +189.5% | -173.7% | +19.7% |
| 1Y | +6.3% | +180.7% | -174.5% | +10.4% |
| All | +6.3% | +167.4% | -161.1% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling