+33.6%
TER vs PBF
+82.1%
-48.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.2% | +5.0% | 0.0% |
| 7D | -8.9% | -15.3% | +6.4% | -8.4% |
| 30D | -39.1% | -21.8% | -17.3% | -38.6% |
| 3M | -32.8% | -0.2% | -32.6% | -31.9% |
| 6M | -31.7% | +63.6% | -95.3% | -26.4% |
| YTD | +26.9% | +147.5% | -120.6% | +27.2% |
| 1Y | +33.6% | +69.8% | -36.3% | +43.3% |
| All | +33.6% | +82.1% | -48.6% | +43.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling