+46.0%
RF vs PBF
+380.2%
-334.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.2% | +4.4% | -0.1% |
| 7D | +0.3% | -15.3% | +15.6% | +2.5% |
| 30D | +6.2% | -21.8% | +28.0% | +9.4% |
| 3M | -7.8% | -0.2% | -7.6% | -8.7% |
| 6M | +5.9% | +63.6% | -57.7% | -3.5% |
| YTD | +9.0% | +147.5% | -138.5% | -9.2% |
| 1Y | +19.3% | +69.8% | -50.6% | +5.7% |
| 3Y | +116.4% | +65.3% | +51.2% | +82.2% |
| 5Y | +46.0% | +393.4% | -347.3% | -3.7% |
| All | +46.0% | +380.2% | -334.2% | -3.7% |
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