+196.3%
SE vs PBF
+62.4%
+133.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.3% | -2.2% | +1.0% |
| 7D | +0.6% | +2.4% | -1.8% | +0.5% |
| 30D | -0.1% | +24.9% | -25.0% | -1.2% |
| 3M | +34.1% | +81.9% | -47.7% | +29.3% |
| 6M | +23.2% | +79.4% | -56.2% | +17.7% |
| YTD | -11.2% | +188.3% | -199.5% | -20.3% |
| 1Y | -40.5% | +177.3% | -217.8% | -46.6% |
| 3Y | +196.3% | +56.0% | +140.3% | +174.5% |
| All | +196.3% | +62.4% | +133.9% | +174.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling