+67.7%
T vs PBF
+772.7%
-705.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.9% |
| 7D | -1.3% | +4.3% | -5.6% | -1.4% |
| 30D | +11.4% | +22.0% | -10.6% | +10.7% |
| 3M | +14.3% | +74.5% | -60.2% | +12.0% |
| 6M | -9.3% | +67.7% | -76.9% | -11.1% |
| YTD | +7.1% | +179.2% | -172.1% | +3.4% |
| 1Y | -9.1% | +170.0% | -179.1% | -12.4% |
| 3Y | +105.3% | +66.4% | +39.0% | +100.8% |
| All | +67.7% | +772.7% | -705.0% | +47.5% |
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