-38.4%
U vs PBF
+1,119.2%
-1,157.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.2% |
| 7D | 0.0% | +2.3% | -2.3% | -0.2% |
| 30D | -4.1% | +11.6% | -15.7% | -5.0% |
| 3M | +57.8% | +81.7% | -23.9% | +50.3% |
| 6M | +103.5% | +96.4% | +7.1% | +91.5% |
| YTD | -4.8% | +189.5% | -194.2% | -13.8% |
| 1Y | -2.4% | +180.7% | -183.1% | -11.8% |
| 3Y | +11.7% | +56.6% | -45.0% | +2.5% |
| 5Y | -68.9% | +802.0% | -870.8% | -73.4% |
| All | -38.4% | +1,119.2% | -1,157.7% | -34.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling