+42.1%
RF vs PBF
+407.6%
-365.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.4% | +4.9% | -1.5% |
| 7D | -0.9% | -13.8% | +12.8% | +1.0% |
| 30D | +6.0% | -19.6% | +25.6% | +8.8% |
| 3M | -8.9% | +10.3% | -19.2% | -11.0% |
| 6M | +2.3% | +63.4% | -61.1% | -6.7% |
| YTD | +7.6% | +152.6% | -145.1% | -10.6% |
| 1Y | +21.2% | +87.4% | -66.2% | +5.6% |
| 3Y | +108.5% | +63.3% | +45.3% | +76.1% |
| All | +42.1% | +407.6% | -365.5% | -5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling