+68.4%
T vs PBF
+351.3%
-282.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.7% |
| 7D | -3.1% | +1.4% | -4.4% | -3.2% |
| 30D | +4.6% | +15.8% | -11.3% | +3.2% |
| 3M | +12.2% | +90.3% | -78.0% | +5.5% |
| 6M | -6.5% | +102.8% | -109.3% | -12.9% |
| YTD | +4.9% | +187.3% | -182.4% | -5.7% |
| 1Y | -10.5% | +161.8% | -172.3% | -19.3% |
| 3Y | +104.6% | +55.5% | +49.1% | +89.7% |
| 5Y | +64.2% | +801.9% | -737.7% | +19.3% |
| 10Y | +68.4% | +362.2% | -293.8% | +16.6% |
| All | +68.4% | +351.3% | -282.9% | +16.6% |
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