+219.4%
TPR vs PBF
+303.9%
-84.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | -2.3% | +4.3% | -6.6% | -3.0% |
| 30D | -23.0% | +22.0% | -44.9% | -25.9% |
| 3M | -12.5% | +74.5% | -87.0% | -21.9% |
| 6M | -21.4% | +67.7% | -89.1% | -30.6% |
| YTD | -3.5% | +179.2% | -182.7% | -23.2% |
| 1Y | +17.4% | +170.0% | -152.6% | -7.3% |
| 3Y | +291.3% | +66.4% | +224.9% | +224.5% |
| 5Y | +241.9% | +764.5% | -522.6% | +83.5% |
| 10Y | +322.7% | +358.5% | -35.9% | +120.8% |
| All | +219.4% | +303.9% | -84.4% | +55.3% |
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 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