+162.2%
W vs PBF
+351.3%
-189.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +5.9% | +1.4% | +4.5% | +5.7% |
| 30D | -3.0% | +15.8% | -18.9% | -5.3% |
| 3M | +40.3% | +90.3% | -49.9% | +25.8% |
| 6M | +32.2% | +102.8% | -70.6% | +15.2% |
| YTD | -0.3% | +187.3% | -187.6% | -18.8% |
| 1Y | +16.2% | +161.8% | -145.7% | -5.0% |
| 3Y | +40.7% | +55.5% | -14.8% | +21.1% |
| 5Y | -62.3% | +801.9% | -864.3% | -77.3% |
| 10Y | +162.2% | +362.2% | -200.0% | +52.2% |
| All | +162.2% | +351.3% | -189.1% | +52.2% |
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