+231.7%
RF vs PBF
+261.5%
-29.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.8% | -6.0% | -1.5% |
| 7D | -1.3% | -4.0% | +2.6% | -0.5% |
| 30D | +4.6% | -18.0% | +22.6% | +8.8% |
| 3M | -8.4% | +0.9% | -9.4% | -10.0% |
| 6M | +8.9% | +65.7% | -56.9% | -6.1% |
| YTD | +8.8% | +161.9% | -153.1% | -18.3% |
| 1Y | +18.9% | +77.8% | -58.9% | -2.4% |
| 3Y | +116.0% | +74.9% | +41.1% | +67.4% |
| 5Y | +46.0% | +423.4% | -377.3% | -22.9% |
| 10Y | +231.7% | +255.2% | -23.4% | +48.3% |
| All | +231.7% | +261.5% | -29.7% | +48.3% |
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