+14.8%
W vs PBF
+176.6%
-161.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.7% | +1.1% |
| 7D | +6.5% | +2.4% | +4.1% | +6.9% |
| 30D | -6.2% | +24.9% | -31.1% | -2.1% |
| 3M | +48.9% | +81.9% | -33.0% | +67.2% |
| 6M | +31.2% | +79.4% | -48.2% | +46.8% |
| YTD | -0.4% | +188.3% | -188.7% | +10.9% |
| 1Y | +14.8% | +177.3% | -162.4% | +26.7% |
| All | +14.8% | +176.6% | -161.7% | +26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling