+213.6%
RF vs PBF
+260.7%
-47.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.8% | +1.1% |
| 7D | +1.9% | +6.5% | -4.5% | +0.4% |
| 30D | +7.3% | -20.0% | +27.3% | +12.3% |
| 3M | -7.9% | -3.3% | -4.6% | -8.5% |
| 6M | +10.5% | +76.8% | -66.3% | -6.1% |
| YTD | +9.6% | +168.9% | -159.3% | -18.1% |
| 1Y | +20.3% | +96.4% | -76.1% | -3.5% |
| 3Y | +119.5% | +77.2% | +42.3% | +69.8% |
| 5Y | +48.2% | +417.7% | -369.5% | -21.3% |
| All | +213.6% | +260.7% | -47.1% | +41.3% |
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