+272.5%
RF vs PBF
+276.6%
-4.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | 0.0% |
| 7D | -0.9% | -13.8% | +12.8% | +2.3% |
| 30D | +6.0% | -19.6% | +25.6% | +10.7% |
| 3M | -8.9% | +10.3% | -19.2% | -12.3% |
| 6M | +2.3% | +63.4% | -61.1% | -11.5% |
| YTD | +7.6% | +152.6% | -145.1% | -18.6% |
| 1Y | +21.2% | +87.4% | -66.2% | -2.0% |
| 3Y | +108.5% | +63.3% | +45.3% | +64.3% |
| 5Y | +43.2% | +412.5% | -369.2% | -24.2% |
| All | +272.5% | +276.6% | -4.1% | +59.5% |
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