-77.1%
SE vs PBF
+407.7%
-484.9%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.4% | -0.4% | +2.7% |
| 7D | +3.3% | -7.4% | +10.7% | +3.8% |
| 30D | -18.2% | -17.5% | -0.7% | -17.1% |
| 3M | -31.3% | +13.1% | -44.4% | -32.4% |
| 6M | -10.1% | +72.6% | -82.7% | -15.6% |
| YTD | -38.9% | +161.2% | -200.1% | -46.4% |
| 1Y | -48.0% | +93.3% | -141.3% | -52.6% |
| 3Y | +78.8% | +80.7% | -1.9% | +55.6% |
| 5Y | -77.1% | +396.1% | -473.2% | -82.3% |
| All | -77.1% | +407.7% | -484.9% | -82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling