+202.8%
TER vs PBF
+772.7%
-569.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.3% | +6.8% | +5.6% |
| 7D | +0.6% | +4.3% | -3.7% | +0.1% |
| 30D | -8.3% | +22.0% | -30.3% | -10.6% |
| 3M | -12.2% | +74.5% | -86.7% | -18.0% |
| 6M | +17.1% | +67.7% | -50.6% | +8.3% |
| YTD | +84.7% | +179.2% | -94.5% | +57.2% |
| 1Y | +199.9% | +170.0% | +29.9% | +155.1% |
| 3Y | +232.8% | +66.4% | +166.4% | +183.7% |
| All | +202.8% | +772.7% | -569.8% | +118.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling