+119.6%
RF vs PBF
+74.2%
+45.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.4% | -1.2% | +1.8% |
| 7D | -0.1% | -7.4% | +7.2% | +0.6% |
| 30D | +7.0% | -17.5% | +24.5% | +9.0% |
| 3M | -7.0% | +13.1% | -20.1% | -9.0% |
| 6M | +6.8% | +72.6% | -65.9% | -1.9% |
| YTD | +9.9% | +161.2% | -151.3% | -7.7% |
| 1Y | +21.1% | +93.3% | -72.2% | +6.9% |
| 3Y | +119.6% | +80.7% | +38.9% | +71.4% |
| All | +119.6% | +74.2% | +45.5% | +71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling