+372.3%
SE vs PBF
+192.4%
+179.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.2% | +3.7% | -1.0% |
| 7D | 0.0% | -15.3% | +15.3% | +1.6% |
| 30D | -19.4% | -21.8% | +2.4% | -17.6% |
| 3M | -33.1% | -0.2% | -32.9% | -33.5% |
| 6M | -11.4% | +63.6% | -75.1% | -16.9% |
| YTD | -39.8% | +147.5% | -187.3% | -46.9% |
| 1Y | -50.5% | +69.8% | -120.3% | -54.4% |
| 3Y | +68.9% | +65.3% | +3.6% | +50.7% |
| 5Y | -77.1% | +393.4% | -470.5% | -82.2% |
| All | +372.3% | +192.4% | +179.9% | +224.0% |
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