-43.6%
SE vs PBF
+172.0%
-215.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.7% | -4.1% |
| 7D | -3.6% | +1.4% | -5.0% | -3.6% |
| 30D | -5.3% | +15.8% | -21.2% | -4.4% |
| 3M | +28.1% | +90.3% | -62.2% | +33.7% |
| 6M | +20.7% | +102.8% | -82.2% | +23.9% |
| YTD | -14.8% | +187.3% | -202.1% | -14.2% |
| 1Y | -43.6% | +161.8% | -205.4% | -41.7% |
| All | -43.6% | +172.0% | -215.6% | -41.7% |
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 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