-7.4%
T vs PBF
+82.1%
-89.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.2% | +5.9% | +0.9% |
| 7D | +2.6% | -15.3% | +17.9% | +3.4% |
| 30D | -1.1% | -21.8% | +20.7% | +0.1% |
| 3M | -7.7% | -0.2% | -7.5% | -7.6% |
| 6M | -10.6% | +63.6% | -74.2% | -13.7% |
| YTD | -7.5% | +147.5% | -155.0% | -12.4% |
| 1Y | -7.4% | +69.8% | -77.3% | -11.4% |
| All | -7.4% | +82.1% | -89.6% | -11.4% |
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