-63.1%
W vs PBF
+772.7%
-835.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +2.7% |
| 7D | -4.2% | +4.3% | -8.5% | -4.6% |
| 30D | -7.6% | +22.0% | -29.5% | -9.6% |
| 3M | +37.2% | +74.5% | -37.3% | +28.0% |
| 6M | +26.3% | +67.7% | -41.4% | +16.6% |
| YTD | -1.0% | +179.2% | -180.2% | -16.4% |
| 1Y | +20.1% | +170.0% | -149.9% | +0.5% |
| 3Y | +37.8% | +66.4% | -28.6% | +15.4% |
| All | -63.1% | +772.7% | -835.8% | -75.3% |
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 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