+123.1%
T vs PBF
+258.1%
-135.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.2% | +5.9% | +1.1% |
| 7D | +2.6% | -15.3% | +17.9% | +3.9% |
| 30D | -1.1% | -21.8% | +20.7% | +0.8% |
| 3M | -7.7% | -0.2% | -7.5% | -8.1% |
| 6M | -10.6% | +63.6% | -74.2% | -15.0% |
| YTD | -7.5% | +147.5% | -155.0% | -15.5% |
| 1Y | -7.4% | +69.8% | -77.3% | -12.9% |
| 3Y | +63.1% | +65.3% | -2.2% | +50.2% |
| 5Y | +55.2% | +393.4% | -338.2% | +23.2% |
| 10Y | +58.8% | +240.3% | -181.5% | +14.1% |
| All | +123.1% | +258.1% | -135.0% | +54.6% |
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