+1,744.2%
TER vs PBF
+354.3%
+1,390.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.3% | +0.9% | +3.7% |
| 7D | +11.0% | +2.4% | +8.6% | +10.6% |
| 30D | -1.9% | +24.9% | -26.7% | -5.3% |
| 3M | -0.7% | +81.9% | -82.5% | -9.7% |
| 6M | +36.4% | +79.4% | -43.0% | +22.0% |
| YTD | +92.4% | +188.3% | -95.9% | +58.6% |
| 1Y | +213.5% | +177.3% | +36.3% | +158.3% |
| 3Y | +277.2% | +56.0% | +221.2% | +227.5% |
| 5Y | +219.1% | +804.0% | -584.9% | +97.4% |
| 10Y | +1,744.2% | +334.1% | +1,410.1% | +1,067.9% |
| All | +1,744.2% | +354.3% | +1,390.0% | +1,067.9% |
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