+239.8%
RF vs PBF
+231.7%
+8.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.2% | +4.4% | +0.4% |
| 7D | +0.3% | -15.3% | +15.6% | +4.0% |
| 30D | +6.2% | -21.8% | +28.0% | +11.6% |
| 3M | -7.8% | -0.2% | -7.6% | -9.2% |
| 6M | +5.9% | +63.6% | -57.7% | -8.4% |
| YTD | +9.0% | +147.5% | -138.5% | -17.1% |
| 1Y | +19.3% | +69.8% | -50.6% | -1.1% |
| 3Y | +116.4% | +65.3% | +51.2% | +70.0% |
| 5Y | +46.0% | +393.4% | -347.3% | -21.8% |
| 10Y | +239.8% | +240.3% | -0.5% | +53.4% |
| All | +239.8% | +231.7% | +8.1% | +53.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling