-9.8%
T vs PBF
+90.5%
-100.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | +2.5% | +6.5% | -3.9% | +2.2% |
| 30D | -3.8% | -20.0% | +16.2% | -2.7% |
| 3M | -8.7% | -3.3% | -5.4% | -8.5% |
| 6M | -8.1% | +76.8% | -84.9% | -11.9% |
| YTD | -6.4% | +168.9% | -175.4% | -12.5% |
| 1Y | -9.8% | +96.4% | -106.1% | -14.4% |
| All | -9.8% | +90.5% | -100.2% | -14.4% |
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