+995.4%
TER vs PBF
+260.7%
+734.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.8% | -5.5% |
| 7D | +14.4% | +6.5% | +7.9% | +13.3% |
| 30D | -30.6% | -20.0% | -10.6% | -28.2% |
| 3M | -39.2% | -3.3% | -35.9% | -39.1% |
| 6M | -31.3% | +76.8% | -108.1% | -37.5% |
| YTD | +29.1% | +168.9% | -139.9% | +7.2% |
| 1Y | +47.4% | +96.4% | -48.9% | +28.6% |
| 3Y | +191.2% | +77.2% | +114.0% | +147.8% |
| 5Y | +74.0% | +417.7% | -343.8% | +18.4% |
| All | +995.4% | +260.7% | +734.7% | +613.2% |
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