+597.0%
SE vs PBF
+240.6%
+356.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.3% | -2.2% | +0.8% |
| 7D | +0.6% | +2.4% | -1.8% | +0.4% |
| 30D | -0.1% | +24.9% | -25.0% | -2.4% |
| 3M | +34.1% | +81.9% | -47.7% | +25.4% |
| 6M | +23.2% | +79.4% | -56.2% | +14.3% |
| YTD | -11.2% | +188.3% | -199.5% | -22.3% |
| 1Y | -40.5% | +177.3% | -217.8% | -48.0% |
| 3Y | +196.3% | +56.0% | +140.3% | +167.8% |
| 5Y | -67.0% | +804.0% | -871.1% | -75.9% |
| All | +597.0% | +240.6% | +356.4% | +373.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling