+1,006.2%
TER vs PBF
+231.7%
+774.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.2% | +5.0% | +0.6% |
| 7D | -8.9% | -15.3% | +6.4% | -6.4% |
| 30D | -39.1% | -21.8% | -17.3% | -36.8% |
| 3M | -32.8% | -0.2% | -32.6% | -33.0% |
| 6M | -31.7% | +63.6% | -95.3% | -37.2% |
| YTD | +26.9% | +147.5% | -120.6% | +6.8% |
| 1Y | +33.6% | +69.8% | -36.3% | +19.2% |
| 3Y | +181.5% | +65.3% | +116.2% | +142.0% |
| 5Y | +76.1% | +393.4% | -317.3% | +20.6% |
| 10Y | +1,006.2% | +240.3% | +765.9% | +621.3% |
| All | +1,006.2% | +231.7% | +774.5% | +621.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling