+1,057.8%
TER vs PBF
+259.1%
+798.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.1% |
| 7D | +24.0% | +4.3% | +19.7% | +23.2% |
| 30D | -30.6% | -21.8% | -8.8% | -28.0% |
| 3M | -34.5% | +1.7% | -36.2% | -34.9% |
| 6M | -26.4% | +69.8% | -96.2% | -32.7% |
| YTD | +36.4% | +167.7% | -131.3% | +13.4% |
| 1Y | +47.4% | +89.0% | -41.6% | +29.4% |
| 3Y | +202.6% | +78.8% | +123.8% | +157.1% |
| 5Y | +83.9% | +415.4% | -331.5% | +25.2% |
| All | +1,057.8% | +259.1% | +798.6% | +654.3% |
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