+213.5%
TER vs PBF
+176.6%
+37.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.3% | +0.9% | +4.2% |
| 7D | +11.0% | +2.4% | +8.6% | +10.9% |
| 30D | -1.9% | +24.9% | -26.7% | -2.2% |
| 3M | -0.7% | +81.9% | -82.5% | +1.3% |
| 6M | +36.4% | +79.4% | -43.0% | +37.5% |
| YTD | +92.4% | +188.3% | -95.9% | +78.3% |
| 1Y | +213.5% | +177.3% | +36.3% | +197.8% |
| All | +213.5% | +176.6% | +37.0% | +197.8% |
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