+158.2%
T vs PBF
+303.9%
-145.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.8% |
| 7D | -1.3% | +4.3% | -5.6% | -1.6% |
| 30D | +11.4% | +22.0% | -10.6% | +9.4% |
| 3M | +14.3% | +74.5% | -60.2% | +8.6% |
| 6M | -9.3% | +67.7% | -76.9% | -13.9% |
| YTD | +7.1% | +179.2% | -172.1% | -3.0% |
| 1Y | -9.1% | +170.0% | -179.1% | -17.9% |
| 3Y | +105.3% | +66.4% | +39.0% | +89.5% |
| 5Y | +66.8% | +764.5% | -697.7% | +24.7% |
| 10Y | +66.8% | +358.5% | -291.7% | +17.7% |
| All | +158.2% | +303.9% | -145.7% | +77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling