+90.1%
RF vs PBF
+772.7%
-682.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | +1.3% | +4.3% | -3.0% | +0.7% |
| 30D | -3.6% | +22.0% | -25.6% | -6.6% |
| 3M | +8.1% | +74.5% | -66.4% | -1.8% |
| 6M | +11.5% | +67.7% | -56.2% | +0.6% |
| YTD | +15.6% | +179.2% | -163.6% | -5.3% |
| 1Y | +15.7% | +170.0% | -154.3% | -5.9% |
| 3Y | +86.9% | +66.4% | +20.5% | +58.2% |
| All | +90.1% | +772.7% | -682.5% | +8.4% |
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 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