+111.1%
SPOT vs PBF
+778.8%
-667.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.7% | -1.0% |
| 7D | -6.5% | +1.4% | -7.9% | -6.6% |
| 30D | +2.2% | +15.8% | -13.7% | +1.1% |
| 3M | +5.4% | +90.3% | -84.9% | +0.6% |
| 6M | -4.0% | +102.8% | -106.8% | -9.5% |
| YTD | -9.9% | +187.3% | -197.3% | -17.9% |
| 1Y | -27.3% | +161.8% | -189.1% | -33.4% |
| 3Y | +236.4% | +55.5% | +180.9% | +213.9% |
| All | +111.1% | +778.8% | -667.7% | +57.3% |
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