-5.1%
SPOT vs PBF
+90.5%
-95.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.4% |
| 7D | +1.6% | +6.5% | -4.9% | +1.7% |
| 30D | +16.9% | -20.0% | +36.9% | +16.4% |
| 3M | +23.0% | -3.3% | +26.3% | +22.9% |
| 6M | +42.2% | +76.8% | -34.6% | +44.3% |
| YTD | +5.5% | +168.9% | -163.4% | +3.9% |
| 1Y | -5.1% | +96.4% | -101.4% | -1.7% |
| All | -5.1% | +90.5% | -95.5% | -1.7% |
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