-54.2%
W vs PBF
+407.6%
-461.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.3% |
| 7D | -3.6% | -13.8% | +10.2% | -2.4% |
| 30D | +7.0% | -19.6% | +26.6% | +8.7% |
| 3M | +7.4% | +10.3% | -2.9% | +5.5% |
| 6M | +69.3% | +63.4% | +5.9% | +57.5% |
| YTD | +11.3% | +152.6% | -141.3% | -5.9% |
| 1Y | +13.2% | +87.4% | -74.1% | +0.4% |
| 3Y | +142.0% | +63.3% | +78.8% | +101.1% |
| All | -54.2% | +407.6% | -461.9% | -68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling