+416.5%
TPR vs PBF
+59.0%
+357.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -7.4% | +13.3% | +6.2% |
| 7D | +14.2% | -13.8% | +28.0% | +14.8% |
| 30D | +17.1% | -19.6% | +36.7% | +17.9% |
| 3M | -17.7% | +10.3% | -28.0% | -18.4% |
| 6M | -10.2% | +63.4% | -73.6% | -13.5% |
| YTD | +4.9% | +152.6% | -147.7% | -5.9% |
| 1Y | +36.1% | +87.4% | -51.2% | +26.9% |
| 3Y | +416.5% | +63.3% | +353.2% | +334.9% |
| All | +416.5% | +59.0% | +357.5% | +334.9% |
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