+151.8%
TER vs PBF
+59.0%
+92.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +2.8% |
| 7D | -20.5% | -13.8% | -6.7% | -18.6% |
| 30D | -47.0% | -19.6% | -27.4% | -45.4% |
| 3M | -43.3% | +10.3% | -53.5% | -44.2% |
| 6M | -42.9% | +63.4% | -106.3% | -46.7% |
| YTD | +12.9% | +152.6% | -139.8% | -7.3% |
| 1Y | +18.2% | +87.4% | -69.2% | +3.6% |
| 3Y | +151.8% | +63.3% | +88.5% | +87.7% |
| All | +151.8% | +59.0% | +92.8% | +87.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling