+1,353.4%
TER vs PBF
+265.5%
+1,088.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +2.8% |
| 7D | -20.5% | -13.8% | -6.7% | -18.5% |
| 30D | -47.0% | -19.6% | -27.4% | -45.3% |
| 3M | -43.3% | +10.3% | -53.5% | -44.4% |
| 6M | -42.9% | +63.4% | -106.3% | -47.6% |
| YTD | +12.9% | +152.6% | -139.8% | -5.6% |
| 1Y | +18.2% | +87.4% | -69.2% | +3.5% |
| 3Y | +151.8% | +63.3% | +88.5% | +116.8% |
| 5Y | +54.2% | +412.5% | -358.3% | +4.6% |
| 10Y | +908.2% | +282.5% | +625.7% | +503.2% |
| All | +1,353.4% | +265.5% | +1,088.0% | +728.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling