+13.6%
PSA vs PBF
+735.5%
-721.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.4% | -0.2% |
| 7D | -0.4% | +2.4% | -2.8% | -0.5% |
| 30D | -8.2% | +24.9% | -33.0% | -8.9% |
| 3M | -2.1% | +81.9% | -84.0% | -4.5% |
| 6M | -0.2% | +79.4% | -79.6% | -3.0% |
| YTD | +18.5% | +188.3% | -169.8% | +11.8% |
| 1Y | +6.6% | +177.3% | -170.7% | +0.4% |
| 3Y | +24.5% | +56.0% | -31.5% | +19.0% |
| 5Y | +13.6% | +804.0% | -790.4% | +6.9% |
| All | +13.6% | +735.5% | -721.9% | +6.9% |
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