+231.7%
SPOT vs PBF
+55.5%
+176.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.7% | -1.1% |
| 7D | -6.5% | +1.4% | -7.9% | -6.6% |
| 30D | +2.2% | +15.8% | -13.7% | +1.4% |
| 3M | +5.4% | +90.3% | -84.9% | +1.9% |
| 6M | -4.0% | +102.8% | -106.8% | -8.3% |
| YTD | -9.9% | +187.3% | -197.3% | -16.6% |
| 1Y | -27.3% | +161.8% | -189.1% | -32.4% |
| All | +231.7% | +55.5% | +176.3% | +199.1% |
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