+250.1%
SPOT vs PBF
+175.4%
+74.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -0.3% |
| 7D | -6.9% | +2.3% | -9.2% | -7.0% |
| 30D | +4.1% | +11.6% | -7.4% | +3.1% |
| 3M | +3.7% | +81.7% | -78.0% | -1.5% |
| 6M | -1.6% | +96.4% | -98.1% | -7.7% |
| YTD | -10.2% | +189.5% | -199.6% | -18.8% |
| 1Y | -25.9% | +180.7% | -206.6% | -33.2% |
| 3Y | +235.6% | +56.6% | +179.0% | +211.4% |
| 5Y | +110.6% | +802.0% | -691.4% | +62.8% |
| All | +250.1% | +175.4% | +74.7% | +254.5% |
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 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