-48.8%
SE vs PBF
+120.1%
-168.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -6.7% | +11.1% | +3.8% |
| 7D | +6.7% | -0.9% | +7.6% | +6.6% |
| 30D | -17.2% | -13.7% | -3.5% | -18.2% |
| 3M | -28.0% | +10.6% | -38.7% | -27.0% |
| 6M | -6.1% | +61.2% | -67.3% | -1.0% |
| YTD | -37.1% | +172.7% | -209.9% | -35.9% |
| 1Y | -48.8% | +111.0% | -159.8% | -43.9% |
| All | -48.8% | +120.1% | -168.8% | -43.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling